R and 'Eigen' integration using 'Rcpp'.
'Eigen' is a C++ template library for linear algebra: matrices, vectors,
numerical solvers and related algorithms.  It supports dense and sparse
matrices on integer, floating point and complex numbers, decompositions of
such matrices, and solutions of linear systems. Its performance on many
algorithms is comparable with some of the best implementations based on
'Lapack' and level-3 'BLAS'. The 'RcppEigen' package includes the header
files from the 'Eigen' C++ template library (currently version 3.3.4). Thus
users do not need to install 'Eigen' itself in order to use 'RcppEigen'.
Since version 3.1.1, 'Eigen' is licensed under the Mozilla Public License
(version 2); earlier version were licensed under the GNU LGPL version 3 or
later. 'RcppEigen' (the 'Rcpp' bindings/bridge to 'Eigen') is licensed under
the GNU GPL version 2 or later, as is the rest of 'Rcpp'.

Compiles 'C++' Code using 'Rcpp', 'Eigen' and 'CppAD' to Produce
First and Second Order Partial Derivatives
Damon Berridge <d.m.berridge@swansea.ac.uk> [ctb] Robert Crouchley <r.crouchley@lancaster.ac.uk> [ctb] Daniel Grose <dan.grose@lancaster.ac.uk> [aut,cre,ctb]
Compiles 'C++' code using 'Rcpp', 'Eigen' and 'CppAD' to produce first and second order partial derivatives. Also provides an implementation of Faa' di Bruno's formula to combine the partial derivatives of composed functions, (see Hardy, M (2006) <arXiv:math/0601149v1>).
Rcpp (>= 0.12.12), methods, RcppEigen, functional, memoise,
readr, Rdpack

Header-Only C++ Mathematical Optimization Library for
'Armadillo'
c(
person("James", "Balamuta", email = "balamut2@illinois.edu",
role = c("aut", "cre", "cph"),
comment = c(ORCID = "0000-0003-2826-8458")),
person("Dirk", "Eddelbuettel", email = "edd@debian.org",
role = c("aut", "cph"),
comment = c(ORCID = "0000-0001-6419-907X"))
)
'Ensmallen' is a templated C++ mathematical optimization library
(by the 'MLPACK' team) that provides a simple set of abstractions for writing an
objective function to optimize. Provided within are various standard and
cutting-edge optimizers that include full-batch gradient descent techniques,
small-batch techniques, gradient-free optimizers, and constrained optimization.
The 'RcppEnsmallen' package includes the header files from the 'Ensmallen' library
and pairs the appropriate header files from 'armadillo' through the
'RcppArmadillo' package. Therefore, users do not need to install 'Ensmallen' nor
'Armadillo' to use 'RcppEnsmallen'. Note that 'Ensmallen' is licensed under
3-Clause BSD, 'Armadillo' starting from 7.800.0 is licensed under Apache License 2,
'RcppArmadillo' (the 'Rcpp' bindings/bridge to 'Armadillo') is licensed under
the GNU GPL version 2 or later. Thus, 'RcppEnsmallen' is also licensed under
similar terms. Note that 'Ensmallen' requires a compiler that supports
'C++11' and 'Armadillo' 6.500 or later.
James Balamuta [aut, cre, cph]
(<https://orcid.org/0000-0003-2826-8458>),
Dirk Eddelbuettel [aut, cph] (<https://orcid.org/0000-0001-6419-907X>)