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>.
| Version: |
0.0.60 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
MCMCpack, optimx, FixedPoint, Rdpack, Rcpp (≥ 1.0.9), methods, stats, R6, utils, rlang, ellipsis |
| LinkingTo: |
Rcpp (≥ 1.0.9), RcppEigen (≥ 0.3.3.7) |
| Suggests: |
testthat, ks, movMF, cubature, simdd, numDeriv |
| Enhances: |
RcppEigen (≥ 0.3.3.7), RcppXPtrUtils |
| Published: |
2024-05-21 |
| Author: |
Kassel Liam Hingee
 [aut, cre],
Janice Scealy
[aut],
Bradley M. Bell [cph] |
| Maintainer: |
Kassel Liam Hingee <kassel.hingee at anu.edu.au> |
| License: |
GPL (≥ 3) |
| NeedsCompilation: |
yes |
| Materials: |
NEWS |
| CRAN checks: |
scorematchingad results |
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