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hgm (version 1.11)

Holonomic Gradient Method and Gradient Descent

Description

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.

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Install

install.packages('hgm')

Monthly Downloads

247

Version

1.11

License

GPL-2

Maintainer

Last Published

April 3rd, 2015

Functions in hgm (1.11)