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.

Install the latest version of this package by entering the following in R:
install.packages("sparseHessianFD")
AuthorMichael Braun [aut, cre, cph]
Date of publication2017-04-19 19:31:26 UTC
MaintainerMichael Braun <braunm@smu.edu>
LicenseMPL (== 2.0)
Version0.3.3
http://www.smu.edu/Cox/Departments/FacultyDirectory/BraunMichael

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Files

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

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

Please suggest features or report bugs with the GitHub issue tracker.

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