RegressionFactory: Expander Functions for Generating Full Gradient and Hessian from Single-Slot and Multi-Slot Base Distributions
Version 0.7.2

The expander functions rely on the mathematics developed for the Hessian-definiteness invariance theorem for linear projection transformations of variables, described in authors' paper, to generate the full, high-dimensional gradient and Hessian from the lower-dimensional derivative objects. This greatly relieves the computational burden of generating the regression-function derivatives, which in turn can be fed into any optimization routine that utilizes such derivatives. The theorem guarantees that Hessian definiteness is preserved, meaning that reasoning about this property can be performed in the low-dimensional space of the base distribution. This is often a much easier task than its equivalent in the full, high-dimensional space. Definiteness of Hessian can be useful in selecting optimization/sampling algorithms such as Newton-Raphson optimization or its sampling equivalent, the Stochastic Newton Sampler. Finally, in addition to being a computational tool, the regression expansion framework is of conceptual value by offering new opportunities to generate novel regression problems.

AuthorAlireza S. Mahani, Mansour T.A. Sharabiani
Date of publication2016-09-08 07:33:43
MaintainerAlireza S. Mahani <alireza.s.mahani@gmail.com>
LicenseGPL (>= 2)
Version0.7.2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("RegressionFactory")

Popular man pages

fbase1.binomial: Single-Parameter Base Log-likelihood Function(s) for Binomial...
fbase1.geometric: Single-Parameter Base Log-likelihood Function for Exponential...
fbase2.gamma.log.log: Double-Parameter Base Log-likelihood Function for Gamma GLM
fbase2.gaussian.identity.log: Double-Parameter Base Log-likelihood Function for Gaussian...
fbase2.inverse.gaussian.log.log: Double-Parameter Base Log-likelihood Function for...
regfac.expand.2par: Expander Function for Two-Parameter Base Distributions
regfac.merge: Utility Function for Adding Two Functions and Their...
See all...

All man pages Function index File listing

Man pages

fbase1.binomial: Single-Parameter Base Log-likelihood Function(s) for Binomial...
fbase1.exponential: Single-Parameter Base Log-likelihood Function for Exponential...
fbase1.geometric: Single-Parameter Base Log-likelihood Function for Exponential...
fbase1.poisson: Single-Parameter Base Log-likelihood Function for Poisson GLM
fbase2.gamma.log.log: Double-Parameter Base Log-likelihood Function for Gamma GLM
fbase2.gaussian.identity.log: Double-Parameter Base Log-likelihood Function for Gaussian...
fbase2.inverse.gaussian.log.log: Double-Parameter Base Log-likelihood Function for...
regfac.expand.1par: Expander Function for Single-Parameter Base Distributions
regfac.expand.2par: Expander Function for Two-Parameter Base Distributions
regfac.merge: Utility Function for Adding Two Functions and Their...

Functions

fbase1.binomial.cauchit Man page Source code
fbase1.binomial.cloglog Man page Source code
fbase1.binomial.logit Man page Source code
fbase1.binomial.probit Man page Source code
fbase1.exponential.log Man page Source code
fbase1.geometric.logit Man page Source code
fbase1.poisson.log Man page Source code
fbase2.gamma.log.log Man page Source code
fbase2.gaussian.identity.log Man page Source code
fbase2.inverse.gaussian.log.log Man page Source code
fbase2.inverse.gaussian.sqr.sqr Source code
onAttach Source code
regfac.expand.1par Man page Source code
regfac.expand.2par Man page Source code
regfac.merge Man page Source code

Files

inst
inst/doc
inst/doc/RegressionFactory.R
inst/doc/RegressionFactory.pdf
inst/doc/RegressionFactory.Rnw
NAMESPACE
R
R/utils.R
R/aaa.R
R/fbase.1par.R
R/fbase.2par.R
R/expanders.R
vignettes
vignettes/regfac_flow_diagram.pdf
vignettes/RegressionFactory.bib
vignettes/RegressionFactory.Rnw
MD5
build
build/vignette.rds
DESCRIPTION
ChangeLog
man
man/regfac.merge.Rd
man/fbase2.inverse.gaussian.log.log.Rd
man/fbase1.binomial.Rd
man/regfac.expand.1par.Rd
man/fbase1.exponential.Rd
man/regfac.expand.2par.Rd
man/fbase2.gaussian.identity.log.Rd
man/fbase2.gamma.log.log.Rd
man/fbase1.geometric.Rd
man/fbase1.poisson.Rd
RegressionFactory documentation built on May 19, 2017, 8:53 a.m.

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