version 1.1, 2013/02/07 07:38:23 |
version 1.8, 2014/03/31 00:49:51 |
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%% $OpenXM$ |
%% $OpenXM: OpenXM/src/R/r-packages/hgm/man/hgm-package.Rd,v 1.7 2014/03/25 02:25:26 takayama Exp $ |
\name{hgm-package} |
\name{hgm-package} |
\alias{hgm-package} |
\alias{hgm-package} |
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\alias{HGM} |
\alias{hgm} |
\alias{hgm} |
\docType{package} |
\docType{package} |
\title{ |
\title{ |
HGM |
HGM |
} |
} |
\description{ |
\description{ |
The holonomic gradient method (hgm) gives a way to evaluate normalization |
The holonomic gradient method (HGM, hgm) gives a way to evaluate normalization |
constants of unnormalized probability distributions by utilizing holonomic |
constants of unnormalized probability distributions by utilizing holonomic |
system of differential equations. The holonomic gradient descent gives a method |
systems of differential equations. |
to find maximal likelihood estimates by utilizing the hgm. |
The holonomic gradient descent (HGD, hgd) gives a method |
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to find maximal likelihood estimates by utilizing the HGM. |
} |
} |
\details{ |
\details{ |
\tabular{ll}{ |
\tabular{ll}{ |
Package: \tab hgm\cr |
Package: \tab hgm\cr |
Type: \tab Package\cr |
Type: \tab Package\cr |
Version: \tab 1.0\cr |
License: \tab GPL-2\cr |
Date: \tab 2013-02-07\cr |
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License: \tab GPL\cr |
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LazyLoad: \tab yes\cr |
LazyLoad: \tab yes\cr |
} |
} |
More details. |
The HGM and HGD are proposed in the paper below. |
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This method based on the fact that a broad class of normalization constants |
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of unnormalized probability distributions belongs to the class of |
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holonomic functions, which are solutions of holonomic systems of linear |
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partial differential equations. |
} |
} |
\author{ |
\note{ |
Nobuki Takayama (takayama@math.kobe-u.ac.jp) |
This package includes a small subset of the Gnu scientific library codes |
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(\url{http://www.gnu.org/software/gsl/}). |
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Then, it might cause a conflict with the package gsl |
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(see \code{\link[gsl]{gsl-package}}). |
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% When you use the package gsl, it is recommeded to unload the shared libraries |
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% of the package hgm by \code{library.dynam.unload("hgm")}<--error, todo. |
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% (see \code{\link[base]{library.dynam.unload}}). |
} |
} |
\references{ |
\references{ |
\url{http://www.openxm.org} |
\itemize{ |
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\item Hiromasa Nakayama, Kenta Nishiyama, Masayuki Noro, Katsuyoshi Ohara, |
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Tomonari Sei, Nobuki Takayama, Akimichi Takemura, |
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Holonomic Gradient Descent and its Application to Fisher-Bingham Integral, |
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Advances in Applied Mathematics 47 (2011), 639--658, |
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\url{http://dx.doi.org/10.1016/j.aam.2011.03.001} |
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\item \url{http://www.openxm.org} |
} |
} |
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} |
\keyword{ package } |
\keyword{ package } |
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\keyword{ holonomic gradient method} |
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\keyword{ holonomic gradient descent} |
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\keyword{ HGM } |
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\keyword{ HGD } |
\seealso{ |
\seealso{ |
\code{\link{hgm.so3nc}} |
\code{\link{hgm.ncBingham}} |
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\code{\link{hgm.ncorthant}} |
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\code{\link{hgm.ncso3}} |
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\code{\link{hgm.pwishart}} |
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\code{\link{hgm.Rhgm}} |
} |
} |
\examples{ |
\examples{ |
\dontrun{ |
\dontrun{ |
example(hgm.so3nc) |
example(hgm.ncBingham) |
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example(hgm.ncorthant) |
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example(hgm.ncso3) |
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example(hgm.pwishart) |
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example(hgm.Rhgm) |
} |
} |
} |
} |