hgm: Holonomic Gradient Method and Gradient Descent

The holonomic gradient method (HGM, hgm) gives a way to evaluate normalization constants of unnormalized probability distributions by utilizing holonomic systems of differential or difference equations. The holonomic gradient descent (HGD, hgd) gives a method to find maximal likelihood estimates by utilizing the HGM.

Package details

AuthorNobuki Takayama, Tamio Koyama, Tomonari Sei, Hiromasa Nakayama, Kenta Nishiyama
MaintainerNobuki Takayama <[email protected]>
LicenseGPL-2
Version1.17
URL http://www.openxm.org
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("hgm")

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hgm documentation built on May 2, 2019, 4:02 p.m.