Holonomic Gradient Method and Gradient Descent

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Documentation for package ‘hgm’ version 1.23

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hgm-package HGM
HGM HGM
hgm HGM
hgm.ncBingham The function hgm.ncBingham performs the holonomic gradient method (HGM) for Bingham distributions.
hgm.ncorthant The function hgm.ncorthant evaluates the orthant probability.
hgm.ncso3 The function hgm.ncso3 evaluates the normalization constant for the Fisher distribution on SO(3).
hgm.p2wishart The function hgm.p2wishart evaluates the cumulative distribution function of the largest eigenvalues of W1*inverse(W2).
hgm.pwishart The function hgm.pwishart evaluates the cumulative distribution function of random wishart matrices.
hgm.Rhgm The function hgm.Rhgm performs the holonomic gradient method (HGM) for a given Pfaffian system and an initial value vector.
hgm.Rhgm.demo1 The function hgm.Rhgm.demo1 performs a demonstration of the function hgm.Rhgm.