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.

Package details

AuthorMichael Braun [aut, cre, cph]
Date of publication2017-10-08 03:57:44 UTC
MaintainerMichael Braun <[email protected]>
LicenseMPL (== 2.0)
Package repositoryView on CRAN
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sparseHessianFD documentation built on Oct. 8, 2017, 9:03 a.m.