sparseHessianFD: Numerical Estimation of Sparse Hessians

Share:

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.

Author
Michael Braun [aut, cre, cph]
Date of publication
2016-12-05 18:28:48
Maintainer
Michael Braun <braunm@smu.edu>
License
MPL (== 2.0)
Version
0.3.0
URLs

View on CRAN

Man pages

binary
Binary choice example
binary-data
Sample simulated data for binary choice example in vignette
coloring
Triangular partitioning of variables
Coord.to.Pointers
Convert a matrix defined by row and column indices to one...
deprecated
Deprecated functions
get_colors
Vertex coloring of a sparse undirected graph
Matrix.to.Coord
Row and column indices from sparse matrix.
Matrix.to.Pointers
Extract row and column indices, pointers and values from a...
sparseHessianFD-class
sparseHessianFD
sparseHessianFD-package
Estimate sparse Hessians using finite differences of...
subst
Estimate sparse Hessian

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/sparseHessianFD.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/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/timings.pdf
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/Matrix.to.Pointers.Rd
sparseHessianFD/man/sparseHessianFD-class.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