evalll

Evaluates a custom log-likelihood function from <code>customll()</code> without taping. This is useful to check that the custom log-likelihood is behaving.
To check a tape of the custom log-likelihood use <code>buildsmdtape()</code> then <code>evaltape()</code>.

Hyvärinen's score matching (Hyvärinen, 2005) <https://jmlr.org/papers/v6/hyvarinen05a.html> is a useful estimation technique when the normalising constant for a probability distribution is difficult to compute. This package implements score matching estimators using automatic differentiation in the 'CppAD' library <https://github.com/coin-or/CppAD> and is designed for quickly implementing score matching estimators for new models. Also available is general robustification (Windham, 1995) <https://www.jstor.org/stable/2346159>. Already in the package are estimators for directional distributions (Mardia, Kent and Laha, 2016) <doi:10.48550/arXiv.1604.08470> and the flexible Polynomially-Tilted Pairwise Interaction model for compositional data. The latter estimators perform well when there are zeros in the compositions (Scealy and Wood, 2023) <doi:10.1080/01621459.2021.2016422>, even many zeros (Scealy, Hingee, Kent, and Wood, 2024) <doi:10.1007/s11222-024-10412-w>.

Kassel Liam Hingee

scorematchingad

Score Matching Estimation by Automatic Differentiation

Janice Scealy

Bradley M. Bell

evalll function

<dl><dt>ll</dt>
<dd>A compiled log-likelihood function created by <code>customll()</code>.</dd>
<dt>u</dt>
<dd>A vector of measurements for an individual</dd>
<dt>theta</dt>
<dd>A vector of parameters</dd></dl>

Arguments

Evaluate a custom log-likelihood function — evalll

<dl>

<dt>ll</dt>
<dd>A compiled log-likelihood function created by <code>customll()</code>.</dd>


<dt>u</dt>
<dd>A vector of measurements for an individual</dd>


<dt>theta</dt>
<dd>A vector of parameters</dd>

</dl>

evalll: Evaluate a custom log-likelihood function

Description

Usage

Value

Arguments