sparseHessianFD: Numerical Estimation of Sparse Hessians

Estimates Hessian of a scalar-valued function, and returns it in a sparse Matrix format. The sparsity pattern must be known in advance. The algorithm is especially efficient for hierarchical models with a large number of heterogeneous units. See Braun, M. (2017) <doi:10.18637/jss.v082.i10>.

Package details

AuthorMichael Braun [aut, cre, cph] (<https://orcid.org/0000-0003-4774-2119>)
MaintainerMichael Braun <braunm@smu.edu>
LicenseMPL (== 2.0)
Version0.3.3.7
URL https://braunm.github.io/sparseHessianFD/ https://github.com/braunm/sparseHessianFD/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("sparseHessianFD")

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sparseHessianFD documentation built on Oct. 20, 2022, 1:08 a.m.