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.
- Version0.3.3.7
- R version≥ 4.0.0
- LicenseMPL (== 2.0)
- Needs compilation?Yes
- sparseHessianFD citation info
- Last release10/19/2022
Documentation
Team
Michael Braun
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