sparseHessianFD: Numerical Estimation of Sparse Hessians
Version 0.3.3

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.

Package details

AuthorMichael Braun [aut, cre, cph]
Date of publication2017-04-19 19:31:26 UTC
MaintainerMichael Braun <>
LicenseMPL (== 2.0)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the sparseHessianFD package in your browser

Any scripts or data that you put into this service are public.

sparseHessianFD documentation built on May 29, 2017, 6:32 p.m.