Package: sparseHessianFD 0.3.3.7
sparseHessianFD: Numerical Estimation of Sparse Hessians
Estimates Hessian of a scalar-valued function, and returns it in a sparse Matrix format. The sparsity pattern must be known in advance. The algorithm is especially efficient for hierarchical models with a large number of heterogeneous units. See Braun, M. (2017) <doi:10.18637/jss.v082.i10>.
Authors:
sparseHessianFD_0.3.3.7.tar.gz
sparseHessianFD_0.3.3.7.zip(r-4.5)sparseHessianFD_0.3.3.7.zip(r-4.4)sparseHessianFD_0.3.3.7.zip(r-4.3)
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sparseHessianFD.pdf |sparseHessianFD.html✨
sparseHessianFD/json (API)
NEWS
# Install 'sparseHessianFD' in R: |
install.packages('sparseHessianFD', repos = c('https://braunm.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/braunm/sparsehessianfd/issues
- binary - Binary choice example
- binary_large - Sample simulated data for binary choice example in vignette
- binary_small - Sample simulated data for binary choice example in vignette
- binary_super - Sample simulated data for binary choice example in vignette
Last updated 2 years agofrom:a1de3075bd. Checks:OK: 1 NOTE: 8. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 07 2024 |
R-4.5-win-x86_64 | NOTE | Nov 07 2024 |
R-4.5-linux-x86_64 | NOTE | Nov 07 2024 |
R-4.4-win-x86_64 | NOTE | Nov 07 2024 |
R-4.4-mac-x86_64 | NOTE | Nov 07 2024 |
R-4.4-mac-aarch64 | NOTE | Nov 07 2024 |
R-4.3-win-x86_64 | NOTE | Nov 07 2024 |
R-4.3-mac-x86_64 | NOTE | Nov 07 2024 |
R-4.3-mac-aarch64 | NOTE | Nov 07 2024 |
Exports:binary.fbinary.gradbinary.hesscoloringCoord.to.Pattern.MatrixCoord.to.PointersCoord.to.Sym.Pattern.MatrixMatrix.to.CoordMatrix.to.Pointersnew.sparse.hessian.objsparseHessianFDsparseHessianFD.newSym.CSC.to.Matrix
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Estimate sparse Hessians using finite differences of gradients. | sparseHessianFD-package |
Binary choice example | binary binary.f binary.grad binary.hess |
Sample simulated data for binary choice example in vignette | binary-data binary_large binary_large-data binary_small binary_small-data binary_super binary_super-data |
Triangular partitioning of variables | coloring |
Convert a matrix defined by row and column indices to one defined by a row- or column-oriented compression scheme. | Coord.to.Pointers |
Deprecated functions | Coord.to.Pattern.Matrix Coord.to.Sym.Pattern.Matrix deprecated new.sparse.hessian.obj sparseHessianFD.new Sym.CSC.to.Matrix |
Vertex coloring of a sparse undirected graph | get_colors |
Row and column indices from sparse matrix. | Matrix.to.Coord |
Extract row and column indices, pointers and values from a sparse matrix. | Matrix.to.Pointers |
sparseHessianFD | sparseHessianFD |
Estimate sparse Hessian | subst |