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>. A partial interface to CppAD's ADFun objects is also available.
Version: 0.1.1 Depends: R (≥ 3.5.0) Imports: RcppEigen (≥ 0.3.3.7), MCMCpack, optimx, FixedPoint, Rdpack, Rcpp (≥ 1.0.9), methods, stats, utils, rlang (≥ 1.1.0) LinkingTo: Rcpp (≥ 1.0.9), RcppEigen (≥ 0.3.3.7) Suggests: testthat, ks, movMF, cubature, simdd, numDeriv Published: 2025-01-08 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: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=scorematchingad to link to this page.
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