braunm/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. See Braun, M. (2017) <doi:10.18637/jss.v082.i10>.
Getting started
Browse package contents
Package details |
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| Maintainer | Michael Braun <braunm@smu.edu> |
| License | MPL (== 2.0) |
| Version | 0.3.3.7 |
| URL | https://braunm.github.io/sparseHessianFD/ https://github.com/braunm/sparseHessianFD/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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