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.
| Version: |
0.3.3 |
| Depends: |
R (≥ 3.2.3) |
| Imports: |
Matrix (≥ 1.2.4), methods, Rcpp (≥ 0.12.8) |
| LinkingTo: |
Rcpp, RcppEigen (≥ 0.3.2.9.0) |
| Suggests: |
testthat, numDeriv, scales, knitr, xtable, dplyr |
| Published: |
2017-04-19 |
| Author: |
Michael Braun [aut, cre, cph] |
| Maintainer: |
Michael Braun <braunm at smu.edu> |
| License: |
MPL (== 2.0) |
| URL: |
http://www.smu.edu/Cox/Departments/FacultyDirectory/BraunMichael |
| NeedsCompilation: |
yes |
| SystemRequirements: |
C++11 |
| Citation: |
sparseHessianFD citation info |
| Materials: |
NEWS |
| CRAN checks: |
sparseHessianFD results |