Other packages > Find by keyword >

scorematchingad  

Score Matching Estimation by Automatic Differentiation
View on CRAN: Click here


Download and install scorematchingad package within the R console
Install from CRAN:
install.packages("scorematchingad")

Install from Github:
library("remotes")
install_github("cran/scorematchingad")

Install by package version:
library("remotes")
install_version("scorematchingad", "0.0.67")



Attach the package and use:
library("scorematchingad")
Maintained by
Kassel Liam Hingee
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-05-21
Latest Update: 2024-05-21
Description:
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>.
How to cite:
Kassel Liam Hingee (2024). scorematchingad: Score Matching Estimation by Automatic Differentiation. R package version 0.0.67, https://cran.r-project.org/web/packages/scorematchingad. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.0.60 (2024-05-21 16:50), 0.0.64 (2024-06-27 16:40)
Other packages that cited scorematchingad R package
View scorematchingad citation profile
Other R packages that scorematchingad depends, imports, suggests or enhances
Complete documentation for scorematchingad
Functions, R codes and Examples using the scorematchingad R package
Full scorematchingad package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

LOGANTree  
Tree-Based Models for the Analysis of Log Files from Computer-Based Assessments
Enables researchers to model log-file data from computer-based assessments using machine-learning te ...
Download / Learn more Package Citations See dependency  
Maintainer: Qi Qin (view profile)
dmlalg  
Double Machine Learning Algorithms
Implementation of double machine learning (DML) algorithms in R, based on Emmenegger and Buehlmann ...
Download / Learn more Package Citations See dependency  
elect  
Estimation of Life Expectancies Using Multi-State Models
Functions to compute state-specific and marginal life expectancies. The computation is based on a fi ...
Download / Learn more Package Citations See dependency  
Rfast2  
A Collection of Efficient and Extremely Fast R Functions II
A collection of fast statistical and utility functions for data analysis. Functions for regression, ...
Download / Learn more Package Citations See dependency  
tropAlgebra  
Tropical Algebraic Functions
It includes functions like tropical addition, tropical multiplication for vectors and matrices. In t ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  

23,394

R Packages

201,798

Dependencies

63,416

Author Associations

23,395

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA