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.

Install the latest version of this package by entering the following in R:
install.packages("hgm")
AuthorNobuki Takayama, Tamio Koyama, Tomonari Sei, Hiromasa Nakayama, Kenta Nishiyama
Date of publication2017-04-01 23:13:27 UTC
MaintainerNobuki Takayama <takayama@math.kobe-u.ac.jp>
LicenseGPL-2
Version1.17
http://www.openxm.org

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Files

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

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