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 Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=sparseHessianFD to link to this page.
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