Numerical Estimation of Sparse Hessians


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Documentation for package ‘sparseHessianFD’ version 0.3.3.7

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sparseHessianFD-package Estimate sparse Hessians using finite differences of gradients.
binary Binary choice example
binary-data Sample simulated data for binary choice example in vignette
binary.f Binary choice example
binary.grad Binary choice example
binary.hess Binary choice example
binary_large Sample simulated data for binary choice example in vignette
binary_large-data Sample simulated data for binary choice example in vignette
binary_small Sample simulated data for binary choice example in vignette
binary_small-data Sample simulated data for binary choice example in vignette
binary_super Sample simulated data for binary choice example in vignette
binary_super-data Sample simulated data for binary choice example in vignette
coloring Triangular partitioning of variables
Coord.to.Pattern.Matrix Deprecated functions
Coord.to.Pointers Convert a matrix defined by row and column indices to one defined by a row- or column-oriented compression scheme.
Coord.to.Sym.Pattern.Matrix Deprecated functions
deprecated Deprecated functions
get_colors Vertex coloring of a sparse undirected graph
Matrix.to.Coord Row and column indices from sparse matrix.
Matrix.to.Pointers Extract row and column indices, pointers and values from a sparse matrix.
new.sparse.hessian.obj Deprecated functions
sparseHessianFD sparseHessianFD
sparseHessianFD.new Deprecated functions
subst Estimate sparse Hessian
Sym.CSC.to.Matrix Deprecated functions