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>.
Version: | 0.3.3.7 |
Depends: | R (≥ 4.0.0) |
Imports: | Matrix (≥ 1.4), methods, Rcpp (≥ 0.12.13) |
LinkingTo: | Rcpp, RcppEigen (≥ 0.3.3.3.0) |
Suggests: | testthat, numDeriv, scales, knitr, xtable, dplyr |
Published: | 2022-10-19 |
DOI: | 10.32614/CRAN.package.sparseHessianFD |
Author: | Michael Braun |
Maintainer: | Michael Braun <braunm at smu.edu> |
BugReports: | https://github.com/braunm/sparseHessianFD/issues/ |
License: | MPL (== 2.0) |
URL: | https://braunm.github.io/sparseHessianFD/, https://github.com/braunm/sparseHessianFD/ |
NeedsCompilation: | yes |
SystemRequirements: | C++11 |
Citation: | sparseHessianFD citation info |
Materials: | NEWS |
CRAN checks: | sparseHessianFD results |
Reference manual: | sparseHessianFD.pdf |
Vignettes: |
sparseHessianFD |
Package source: | sparseHessianFD_0.3.3.7.tar.gz |
Windows binaries: | r-devel: sparseHessianFD_0.3.3.7.zip, r-release: sparseHessianFD_0.3.3.7.zip, r-oldrel: sparseHessianFD_0.3.3.7.zip |
macOS binaries: | r-devel (arm64): sparseHessianFD_0.3.3.7.tgz, r-release (arm64): sparseHessianFD_0.3.3.7.tgz, r-oldrel (arm64): sparseHessianFD_0.3.3.7.tgz, r-devel (x86_64): sparseHessianFD_0.3.3.7.tgz, r-release (x86_64): sparseHessianFD_0.3.3.7.tgz, r-oldrel (x86_64): sparseHessianFD_0.3.3.7.tgz |
Old sources: | sparseHessianFD archive |
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