hgm: Holonomic Gradient Method and Gradient Descent

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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.

Author
Nobuki Takayama, Tamio Koyama, Tomonari Sei, Hiromasa Nakayama, Kenta Nishiyama
Date of publication
2016-10-30 11:41:37
Maintainer
Nobuki Takayama <takayama@math.kobe-u.ac.jp>
License
GPL-2
Version
1.16
URLs

View on CRAN

Man pages

hgm.c2wishart
The function hgm.p2wishart evaluates the cumulative...
hgm.cwishart
The function hgm.pwishart evaluates the cumulative...
hgm.ncorthant
The function hgm.ncorthant evaluates the orthant probability.
hgm-package
HGM
hgm.Rhgm
The function hgm.Rhgm performs the holonomic gradient method...
hgm.Rhgm.demo1
The function hgm.Rhgm.demo1 performs a demonstration of the...
hgm.se.hgm.Bingham
The function hgm.ncBingham performs the holonomic gradient...
hgm.so3nc
The function hgm.ncso3 evaluates the normalization constant...

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