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:Michael Braun [aut, cre, cph]

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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'))

Peer review:

Bug tracker:https://github.com/braunm/sparsehessianfd/issues

Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:
  • 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

On CRAN:

3.70 score 3 scripts 320 downloads 13 exports 4 dependencies

Last updated 2 years agofrom:a1de3075bd. Checks:OK: 1 NOTE: 8. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 07 2024
R-4.5-win-x86_64NOTENov 07 2024
R-4.5-linux-x86_64NOTENov 07 2024
R-4.4-win-x86_64NOTENov 07 2024
R-4.4-mac-x86_64NOTENov 07 2024
R-4.4-mac-aarch64NOTENov 07 2024
R-4.3-win-x86_64NOTENov 07 2024
R-4.3-mac-x86_64NOTENov 07 2024
R-4.3-mac-aarch64NOTENov 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

Dependencies:latticeMatrixRcppRcppEigen

sparseHessianFD

Rendered fromsparseHessianFD.Rnwusingknitr::knitron Nov 07 2024.

Last update: 2022-10-19
Started: 2014-05-21

Readme and manuals

Help Manual

Help pageTopics
Estimate sparse Hessians using finite differences of gradients.sparseHessianFD-package
Binary choice examplebinary binary.f binary.grad binary.hess
Sample simulated data for binary choice example in vignettebinary-data binary_large binary_large-data binary_small binary_small-data binary_super binary_super-data
Triangular partitioning of variablescoloring
Convert a matrix defined by row and column indices to one defined by a row- or column-oriented compression scheme.Coord.to.Pointers
Deprecated functionsCoord.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 graphget_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
sparseHessianFDsparseHessianFD
Estimate sparse Hessiansubst