The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
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[@]dogado.de.

sparseHessianFD: Numerical Estimation of Sparse Hessians

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 ORCID iD [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

Documentation:

Reference manual: sparseHessianFD.pdf
Vignettes: sparseHessianFD

Downloads:

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

Linking:

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.
Health stats visible at Monitor.