braunm/sparseHessianFD: Numerical Estimation of Sparse Hessians
Version 0.3.3.3

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. See Braun, M. (2017) .

Getting started

Package details

MaintainerMichael Braun <[email protected]>
LicenseMPL (== 2.0)
Version0.3.3.3
URL http://www.smu.edu/Cox/Departments/FacultyDirectory/BraunMichael
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("braunm/sparseHessianFD")
braunm/sparseHessianFD documentation built on April 8, 2018, 10:18 a.m.