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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", "0.1.1")



Attach the package and use:
library("scorematchingad")
Maintained by
Kassel Liam Hingee
[Scholar Profile | Author Map]
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 0.1.1, https://cran.r-project.org/web/packages/scorematchingad. Accessed 18 Feb. 2025.
Previous versions and publish date:
0.0.60 (2024-05-21 16:50), 0.0.64 (2024-06-27 16:40), 0.0.67 (2024-07-25 04:30)
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