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sparseHessianFD  

Numerical Estimation of Sparse Hessians
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("sparseHessianFD", "0.3.3.7")



Attach the package and use:
library("sparseHessianFD")
Maintained by
Michael Braun
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-11-26
Latest Update: 2022-10-19
Description:
Estimates Hessian of a scalar-valued function, and returns it in a sparse Matrix format. The sparsity pattern must be known in advance. The algorithm is especially efficient for hierarchical models with a large number of heterogeneous units.See Braun, M. (2017) <doi:10.18637/jss.v082.i10>.
How to cite:
Michael Braun (2012). sparseHessianFD: Numerical Estimation of Sparse Hessians. R package version 0.3.3.7, https://cran.r-project.org/web/packages/sparseHessianFD. Accessed 30 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:07), 0.1.0 (2012-11-26 19:09), 0.1.1 (2013-11-06 07:16), 0.2.0 (2015-02-04 19:14), 0.3.0 (2016-12-05 18:28), 0.3.2 (2016-12-26 10:34), 0.3.3.1 (2017-10-08 05:57), 0.3.3.2 (2017-11-25 16:56), 0.3.3.3 (2018-03-27 18:53), 0.3.3.4 (2019-03-06 01:00), 0.3.3.5 (2021-09-24 06:30), 0.3.3.6 (2022-08-17 00:10), 0.3.3.7 (2022-10-20 00:40), 0.3.3 (2017-04-19 21:31)
Other packages that cited sparseHessianFD R package
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Other R packages that sparseHessianFD depends, imports, suggests or enhances
Complete documentation for sparseHessianFD
Functions, R codes and Examples using the sparseHessianFD R package
Some associated functions: Coord.to.Pointers . Matrix.to.Coord . Matrix.to.Pointers . binary-data . binary . coloring . deprecated . get_colors . sparseHessianFD-package . sparseHessianFD . subst . 
Some associated R codes: RcppExports.R . binary-data.R . binary.R . coloring.R . deprecated.R . matrices.R . sparseHessianFD-class.R . sparseHessianFD.R .  Full sparseHessianFD package functions and examples
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