version 1.4, 2013/03/01 05:27:08 |
version 1.17, 2022/04/07 00:56:44 |
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%% $OpenXM: OpenXM/src/R/r-packages/hgm/man/hgm-package.Rd,v 1.3 2013/02/08 02:59:42 takayama Exp $ |
%% $OpenXM: OpenXM/src/R/r-packages/hgm/man/hgm-package.Rd,v 1.16 2020/02/06 05:58:17 takayama Exp $ |
\name{hgm-package} |
\name{hgm-package} |
\alias{hgm-package} |
\alias{hgm-package} |
\alias{HGM} |
\alias{HGM} |
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HGM |
HGM |
} |
} |
\description{ |
\description{ |
The holonomic gradient method (HGM, hgm) gives a way to evaluate normalization |
The holonomic gradient method (HGM, hgm) gives a way to evaluate normalizing |
constants of unnormalized probability distributions by utilizing holonomic |
constants of unnormalized probability distributions by utilizing holonomic |
systems of differential equations. |
systems of differential or difference equations. |
The holonomic gradient descent (HGD, hgd) gives a method |
The holonomic gradient descent (HGD, hgd) gives a method |
to find maximal likelihood estimates by utilizing the HGM. |
to find maximal likelihood estimates by utilizing the HGM. |
} |
} |
Line 18 The holonomic gradient method (HGM, hgm) gives a way t |
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Line 18 The holonomic gradient method (HGM, hgm) gives a way t |
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\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 |
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Date: \tab 2013-02-07\cr |
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License: \tab GPL-2\cr |
License: \tab GPL-2\cr |
LazyLoad: \tab yes\cr |
LazyLoad: \tab yes\cr |
} |
} |
The HGM and HGD are proposed in the paper below. |
The HGM and HGD are proposed in the paper below. |
This method based on the fact that a broad class of normalization constants |
This method based on the fact that a broad class of normalizing constants |
of unnormalized probability distributions belongs to the class of |
of unnormalized probability distributions belongs to the class of |
holonomic functions, which are solutions of holonomic systems of linear |
holonomic functions, which are solutions of holonomic systems of linear |
partial differential equations. |
partial differential equations. |
} |
} |
\author{ |
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\itemize{ |
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\item Nobuki Takayama (takayama@math.kobe-u.ac.jp) |
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} |
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} |
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\note{ |
\note{ |
This package includes a small subset of the Gnu scientific library codes |
This package includes a small subset of the Gnu scientific library codes |
(\url{http://www.gnu.org/software/gsl/}). |
(\url{http://www.gnu.org/software/gsl/}). |
Then, it might cause a conflict with the package gsl |
Then, it might cause a conflict with the package gsl. |
(see \code{\link[gsl]{gsl-package}}). |
% (see \code{\link[gsl]{gsl-package}}). |
% When you use the package gsl, it is recommeded to unload the shared libraries |
% When you use the package gsl, it is recommeded to unload the shared libraries |
% of the package hgm by \code{library.dynam.unload("hgm")}<--error, todo. |
% of the package hgm by \code{library.dynam.unload("hgm")}<--error, todo. |
% (see \code{\link[base]{library.dynam.unload}}). |
% (see \code{\link[base]{library.dynam.unload}}). |
} |
} |
\references{ |
\references{ |
\itemize{ |
\itemize{ |
\item Hiromasa Nakayama, Kenta Nishiyama, Masayuki Noro, Katsuyoshi Ohara, |
\item (N3OST2) Hiromasa Nakayama, Kenta Nishiyama, Masayuki Noro, Katsuyoshi Ohara, |
Tomonari Sei, Nobuki Takayama, Akimichi Takemura, |
Tomonari Sei, Nobuki Takayama, Akimichi Takemura, |
Holonomic Gradient Descent and its Application to Fisher-Bingham Integral, |
Holonomic Gradient Descent and its Application to Fisher-Bingham Integral, |
Advances in Applied Mathematics 47 (2011), 639--658, |
Advances in Applied Mathematics 47 (2011), 639--658, |
\url{http://dx.doi.org/10.1016/j.aam.2011.03.001} |
\doi{10.1016/j.aam.2011.03.001} |
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\item (dojo) Edited by T.Hibi, Groebner Bases: Statistics and Software Systems, Springer, 2013, |
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\doi{10.1007/978-4-431-54574-3} |
\item \url{http://www.openxm.org} |
\item \url{http://www.openxm.org} |
} |
} |
} |
} |
Line 60 Advances in Applied Mathematics 47 (2011), 639--658, |
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Line 54 Advances in Applied Mathematics 47 (2011), 639--658, |
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\keyword{ HGM } |
\keyword{ HGM } |
\keyword{ HGD } |
\keyword{ HGD } |
\seealso{ |
\seealso{ |
\code{\link{hgm.so3nc}} |
\code{\link{hgm.ncBingham}}, |
\code{\link{hgm.cwishart}} |
\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}} |
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\code{\link{hgm.p2wishart}}, |
} |
} |
\examples{ |
\examples{ |
\dontrun{ |
\dontrun{ |
example(hgm.so3nc) |
example(hgm.ncBingham) |
example(hgm.cwishart) |
example(hgm.ncorthant) |
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example(hgm.ncso3) |
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example(hgm.pwishart) |
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example(hgm.Rhgm) |
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example(hgm.p2wishart) |
} |
} |
} |
} |