rsymmetricmatrix

A simple function for generating a symmetric matrix for use in examples.
The diagonal, and upper-triangular elements of the matrix are simulated independently from a uniform distribution. The lower-triangle of the output matrix is copied from the upper-triangle.
These matrices do not represent the full range of possible symmetric matrices.

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>. A partial interface to CppAD's ADFun objects is also available.

Kassel Liam Hingee

scorematchingad

Score Matching Estimation by Automatic Differentiation

Janice Scealy

Bradley M. Bell

rsymmetricmatrix function

<dl><dt>p</dt>
<dd>The desired dimension of the matrix</dd>
<dt>min</dt>
<dd>The minimum of the uniform distribution.</dd>
<dt>max</dt>
<dd>The maximum of the uniform distribution</dd></dl>

Arguments

Quickly Generate a Symmetric Matrix for Testing and Examples — rsymmetricmatrix

<dl>

<dt>p</dt>
<dd>The desired dimension of the matrix</dd>


<dt>min</dt>
<dd>The minimum of the uniform distribution.</dd>


<dt>max</dt>
<dd>The maximum of the uniform distribution</dd>

</dl>

rsymmetricmatrix: Quickly Generate a Symmetric Matrix for Testing and Examples

Description

Usage

Value

Arguments

Examples