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
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:

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

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