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.

AuthorNobuki Takayama, Tamio Koyama, Tomonari Sei, Hiromasa Nakayama, Kenta Nishiyama
Date of publication2016-10-30 11:41:37
MaintainerNobuki Takayama <takayama@math.kobe-u.ac.jp>
LicenseGPL-2
Version1.16
http://www.openxm.org

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Files in this package

hgm
hgm/src
hgm/src/mh.h
hgm/src/odeiv_util.h
hgm/src/t-gsl_odeiv.h
hgm/src/t-coerce.c
hgm/src/Makevars
hgm/src/rk.c
hgm/src/usage-jack-n.h
hgm/src/wmain.c
hgm/src/t-control.c
hgm/src/t-gsl_math.h
hgm/src/usage-w-n.h
hgm/src/t-gsl_types.h
hgm/src/t-rk4.c
hgm/src/config.h
hgm/src/so3_nc.c
hgm/src/t-error.c
hgm/src/mh.c
hgm/src/sfile.c
hgm/src/t-cstd.c
hgm/src/t-step.c
hgm/src/code-n.c
hgm/src/sfile.h
hgm/src/t-evolve.c
hgm/src/t-gsl_errno.h
hgm/src/jack-n.c
hgm/src/t-gsl_sys.h
hgm/src/hgm_ko_orthant.c
hgm/src/mh-r.c
hgm/src/code-n-2f1.c
hgm/src/oxprint.h
hgm/src/t-rkf45.c
hgm/NAMESPACE
hgm/R
hgm/R/hgm.c2wishart.R hgm/R/ko_orthant.R hgm/R/se_demo.R hgm/R/se_bingham.R hgm/R/zhgm_names.R hgm/R/hgm.so3nc.R hgm/R/se_hgm.R hgm/R/hgm.cwishart.R
hgm/MD5
hgm/DESCRIPTION
hgm/man
hgm/man/hgm-package.Rd hgm/man/hgm.se.hgm.Bingham.Rd hgm/man/hgm.so3nc.Rd hgm/man/hgm.Rhgm.Rd hgm/man/hgm.Rhgm.demo1.Rd hgm/man/hgm.c2wishart.Rd hgm/man/hgm.ncorthant.Rd hgm/man/hgm.cwishart.Rd

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