The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
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 [aut, cre, cph] |
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-release (arm64): sparseHessianFD_0.3.3.7.tgz, r-oldrel (arm64): 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 |
Please use the canonical form https://CRAN.R-project.org/package=sparseHessianFD to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.