Package: scorematchingad 0.0.64
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Kassel Liam Hingee
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>.
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scorematchingad_0.0.64.tar.gz
scorematchingad_0.0.64.tar.gz(r-4.5-noble)scorematchingad_0.0.64.tar.gz(r-4.4-noble)
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scorematchingad/json (API)
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# Installscorematchingad in R: |
install.packages('scorematchingad',repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
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This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 8 days agofrom:eb10754455
Exports:ADFunBinghambuildsmdtapecppad_closedcppad_searchcustomllcustomll_testdppievalllevaltapeFBppippi_cWppi_cW_autoppi_fromAstarppi_mmmmppi_parammatsppi_paramvecppi_robustppi_robust_alrgengammappi_smvaluesppi_toAstarquadratictape_partsrppirppi_egmodelrsymmetricmatrixsmvaluessmvalues_wsumtapeGradOffsettapeHessiantapeJacobiantapeLogJacDettapeSwaptestquadraticvMFvMF_robustWindhamWindham_populationinverseWindham_populationinverse_alternative
Dependencies:codaellipsisFixedPointlatticeMASSMatrixMatrixModelsmcmcMCMCpacknloptrnumDerivoptimxpracmaquantregR6rbibutilsRcppRcppEigenRdpackrlangSparseMsurvival