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Revision 1.11, Mon Mar 31 06:20:06 2014 UTC (10 years, 5 months ago) by takayama
The function mleFBByOptim performs a maximal likelihood estimate of the Fisher-Bingham distribution by Optim and hgm_ko_ncfb (outer program by HGM). hgm_ko_ncfb is installed from OpenXM/src/hgm/fisher-bingham/src hgm.mleDemo("astro") hgm.mleDemo("mag") hgm.mleDemo("s3e1") .... are demos. |
Package: hgm Type: Package Depends: R (>= 2.6.0) Depends: deSolve Title: Holonomic gradient method and gradient descent Version: 1.7 Date: 2014-03-31 Author: Nobuki Takayama, Tamio Koyama, Tomonari Sei, Hiromasa Nakayama, Kenta Nishiyama Maintainer: Nobuki Takayama <takayama@math.kobe-u.ac.jp> Description: The holonomic gradient method (HGM, hgm) gives a way to evaluate normalization constants of unnormalized probability distributions by utilizing holonomic systems of differential equations. The holonomic gradient descent (HGD, hgd) gives a method to find maximal likelihood estimates by utilizing the HGM. License: GPL-2 LazyLoad: yes URL: http://www.openxm.org