scorematchingad: Score Matching Estimation by Automatic Differentiation

Hyvärinen's score matching (Hyvärinen, 2005) <https://jmlr.org/papers/v6/hyvarinen05a.html> is a useful estimation technique when the normalising constant for a probability distribution is difficult to compute. This package implements score matching estimators using automatic differentiation in the 'CppAD' library <https://github.com/coin-or/CppAD> and is designed for quickly implementing score matching estimators for new models. Also available is general robustification (Windham, 1995) <https://www.jstor.org/stable/2346159>. Already in the package are estimators for directional distributions (Mardia, Kent and Laha, 2016) <doi:10.48550/arXiv.1604.08470> and the flexible Polynomially-Tilted Pairwise Interaction model for compositional data. The latter estimators perform well when there are zeros in the compositions (Scealy and Wood, 2023) <doi:10.1080/01621459.2021.2016422>, even many zeros (Scealy, Hingee, Kent, and Wood, 2024) <doi:10.1007/s11222-024-10412-w>.

Version:	0.0.67
Depends:	R (≥ 3.5.0)
Imports:	MCMCpack, optimx, FixedPoint, Rdpack, Rcpp (≥ 1.0.9), methods, stats, R6, utils, rlang (≥ 1.1.0)
LinkingTo:	Rcpp (≥ 1.0.9), RcppEigen (≥ 0.3.3.7)
Suggests:	testthat, ks, movMF, cubature, simdd, numDeriv
Enhances:	RcppEigen (≥ 0.3.3.7), RcppXPtrUtils
Published:	2024-07-25
DOI:	10.32614/CRAN.package.scorematchingad
Author:	Kassel Liam Hingee [aut, cre], Janice Scealy [aut], Bradley M. Bell [cph]
Maintainer:	Kassel Liam Hingee <kassel.hingee at anu.edu.au>
BugReports:	https://github.com/kasselhingee/scorematchingad/issues
License:	GPL (≥ 3)
URL:	https://github.com/kasselhingee/scorematchingad
NeedsCompilation:	yes
Materials:	README NEWS
CRAN checks:	scorematchingad results

Documentation:

Reference manual:

scorematchingad.pdf

Downloads:

Package source:	scorematchingad_0.0.67.tar.gz
Windows binaries:	r-devel: scorematchingad_0.0.67.zip, r-release: scorematchingad_0.0.67.zip, r-oldrel: scorematchingad_0.0.67.zip
macOS binaries:	r-release (arm64): scorematchingad_0.0.64.tgz, r-oldrel (arm64): scorematchingad_0.0.64.tgz, r-release (x86_64): scorematchingad_0.0.64.tgz, r-oldrel (x86_64): scorematchingad_0.0.64.tgz
Old sources:	scorematchingad archive

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