hgm (1.17)

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Holonomic Gradient Method and Gradient Descent.

http://www.openxm.org
http://cran.r-project.org/web/packages/hgm

The holonomic gradient method (HGM, hgm) gives a way to evaluate normalization constants of unnormalized probability distributions by utilizing holonomic systems of differential or difference equations. The holonomic gradient descent (HGD, hgd) gives a method to find maximal likelihood estimates by utilizing the HGM.

Maintainer: Nobuki Takayama
Author(s): Nobuki Takayama, Tamio Koyama, Tomonari Sei, Hiromasa Nakayama, Kenta Nishiyama

License: GPL-2

Uses: deSolve

Released over 2 years ago.


3 previous versions

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