hgm: Holonomic Gradient Method and Gradient Descent
Version 1.17

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
Date of publication2017-04-01 23:13:27 UTC
MaintainerNobuki Takayama <[email protected]>
URL http://www.openxm.org
Package repositoryView on CRAN
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hgm documentation built on May 30, 2017, 8:17 a.m.