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>.
Package details |
|
---|---|
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:
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.