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.

AuthorMichael Braun [aut, cre, cph]
Date of publication2016-12-26 10:34:34
MaintainerMichael Braun <braunm@smu.edu>
LicenseMPL (== 2.0)
Version0.3.2
http://www.smu.edu/Cox/Departments/FacultyDirectory/BraunMichael

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Files in this package

sparseHessianFD
sparseHessianFD/inst
sparseHessianFD/inst/CITATION
sparseHessianFD/inst/doc
sparseHessianFD/inst/doc/sparseHessianFD.pdf
sparseHessianFD/inst/doc/sparseHessianFD.Rnw
sparseHessianFD/inst/doc/vignette_tab4.Rdata
sparseHessianFD/inst/doc/sparseHessianFD.R
sparseHessianFD/inst/doc/replication.R
sparseHessianFD/tests
sparseHessianFD/tests/testthat.R
sparseHessianFD/tests/testthat
sparseHessianFD/tests/testthat/test_matrices.R
sparseHessianFD/tests/testthat/test_mat2.R
sparseHessianFD/tests/testthat/test_binary.R
sparseHessianFD/tests/testthat/test_complex.R
sparseHessianFD/src
sparseHessianFD/src/Makevars
sparseHessianFD/src/color.cpp
sparseHessianFD/src/subst.cpp
sparseHessianFD/src/Makevars.win
sparseHessianFD/src/RcppExports.cpp
sparseHessianFD/NAMESPACE
sparseHessianFD/NEWS
sparseHessianFD/NEWS.md
sparseHessianFD/data
sparseHessianFD/data/binary_super.rda
sparseHessianFD/data/binary_small.rda
sparseHessianFD/data/binary_large.rda
sparseHessianFD/data/binary.rda
sparseHessianFD/R
sparseHessianFD/R/matrices.R sparseHessianFD/R/coloring.R sparseHessianFD/R/sparseHessianFD-class.R sparseHessianFD/R/binary.R sparseHessianFD/R/binary-data.R sparseHessianFD/R/RcppExports.R sparseHessianFD/R/deprecated.R sparseHessianFD/R/sparseHessianFD.R
sparseHessianFD/vignettes
sparseHessianFD/vignettes/sparseHessianFD.bib
sparseHessianFD/vignettes/sparseHessianFD.Rnw
sparseHessianFD/vignettes/fig_timings.pdf
sparseHessianFD/vignettes/.install_extras
sparseHessianFD/vignettes/vignette_tab4.Rdata
sparseHessianFD/vignettes/replication.R
sparseHessianFD/MD5
sparseHessianFD/build
sparseHessianFD/build/vignette.rds
sparseHessianFD/DESCRIPTION
sparseHessianFD/man
sparseHessianFD/man/coloring.Rd sparseHessianFD/man/deprecated.Rd sparseHessianFD/man/subst.Rd sparseHessianFD/man/Matrix.to.Coord.Rd sparseHessianFD/man/sparseHessianFD.Rd sparseHessianFD/man/Matrix.to.Pointers.Rd sparseHessianFD/man/Coord.to.Pointers.Rd sparseHessianFD/man/binary-data.Rd sparseHessianFD/man/sparseHessianFD-package.Rd sparseHessianFD/man/binary.Rd sparseHessianFD/man/get_colors.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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