Yesterday, we released a new version of anvl: github.com/r-xla/anvl.
You can use it to implement numerical algorithms in R and run it on CPU and GPU. The R Code is compiled, so you do not have interpreter overhead, and it also allows you to automatically compute gradients #rstats
github.com
GitHub - r-xla/anvl: Accelerated array computing and code transformations for R
Accelerated array computing and code transformations for R - r-xla/anvl