fixdynamic

Retapes an existing <code>CppAD</code> tape but with some of original dynamic parameters fixed to specified values.
For creating this tape, the values of <code>pfun$xtape</code> is used.

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

fixdynamic function

<dl><dt>pfun</dt>
<dd>An <code>Rcpp_ADFun</code> object.</dd>
<dt>theta</dt>
<dd>A numerical vector specifying the value of all dynamic parameters of <code>pfun</code>. Some of these will be fixed according to <code>isfixed</code>, the remainder will remain dynamic.</dd>
<dt>isfixed</dt>
<dd>A boolean vector same length as <code>theta</code>. <code>TRUE</code> values are fixed at the value of <code>theta</code>, <code>FALSE</code> values are left dynamic.</dd></dl>

Arguments

Fix Dynamic Parameters of a Tape — fixdynamic

<dl>

<dt>pfun</dt>
<dd>An <code>Rcpp_ADFun</code> object.</dd>


<dt>theta</dt>
<dd>A numerical vector specifying the value of all dynamic parameters of <code>pfun</code>. Some of these will be fixed according to <code>isfixed</code>, the remainder will remain dynamic.</dd>


<dt>isfixed</dt>
<dd>A boolean vector same length as <code>theta</code>. <code>TRUE</code> values are fixed at the value of <code>theta</code>, <code>FALSE</code> values are left dynamic.</dd>

</dl>

fixdynamic: Fix Dynamic Parameters of a Tape

Description

Usage

Value

Arguments

See Also