Return to hgm-package.Rd CVS log

Up to [local] / OpenXM / src / R / r-packages / hgm / man

Annotation of OpenXM/src/R/r-packages/hgm/man/hgm-package.Rd, Revision 1.10

1.10    ! takayama    1: %% $OpenXM: OpenXM/src/R/r-packages/hgm/man/hgm-package.Rd,v 1.9 2014/03/31 06:20:06 takayama Exp $
1.1       takayama    2: \name{hgm-package}
                      3: \alias{hgm-package}
1.2       takayama    4: \alias{HGM}
1.1       takayama    5: \alias{hgm}
                      6: \docType{package}
                      7: \title{
                      8: HGM
                      9: }
                     10: \description{
1.10    ! takayama   11: The holonomic gradient method (HGM, hgm) gives a way to evaluate normalizing
1.1       takayama   12:   constants of unnormalized probability distributions by utilizing holonomic
1.2       takayama   13:   systems of differential equations.
                     14:   The holonomic gradient descent (HGD, hgd) gives a method
                     15:   to find maximal likelihood estimates by utilizing the HGM.
1.1       takayama   16: }
                     17: \details{
                     18: \tabular{ll}{
                     19: Package: \tab hgm\cr
                     20: Type: \tab Package\cr
1.2       takayama   21: License: \tab GPL-2\cr
1.1       takayama   22: LazyLoad: \tab yes\cr
                     23: }
1.2       takayama   24: The HGM and HGD are proposed in the paper below.
1.10    ! takayama   25: This method based on the fact that a broad class of normalizing constants
1.2       takayama   26: of unnormalized probability distributions belongs to the class of
                     27: holonomic functions, which are solutions of holonomic systems of linear
                     28: partial differential equations.
1.1       takayama   29: }
1.2       takayama   30: \note{
                     31:   This package includes a small subset of the Gnu scientific library codes
                     32:   (\url{http://www.gnu.org/software/gsl/}).
                     33:   Then, it might cause a conflict with the package gsl
                     34:   (see \code{\link[gsl]{gsl-package}}).
1.3       takayama   35: %  When you use the package gsl, it is recommeded to unload the shared libraries
                     36: %  of the package hgm by \code{library.dynam.unload("hgm")}<--error, todo.
                     37: %  (see \code{\link[base]{library.dynam.unload}}).
1.1       takayama   38: }
                     39: \references{
1.2       takayama   40: \itemize{
1.10    ! takayama   41: \item  [N3OST2]  Hiromasa Nakayama, Kenta Nishiyama, Masayuki Noro, Katsuyoshi Ohara,
        !            42: Tomonari Sei, Nobuki Takayama, Akimichi Takemura,
1.2       takayama   43: Holonomic Gradient Descent  and its Application to Fisher-Bingham Integral,
                     44: Advances in Applied Mathematics 47 (2011), 639--658,
                     45: \url{http://dx.doi.org/10.1016/j.aam.2011.03.001}
                     46:
                     47: \item  \url{http://www.openxm.org}
                     48: }
1.1       takayama   49: }
                     50: \keyword{ package }
1.2       takayama   51: \keyword{ holonomic gradient method}
                     52: \keyword{ holonomic gradient descent}
                     53: \keyword{ HGM }
                     54: \keyword{ HGD }
1.1       takayama   55: \seealso{
1.10    ! takayama   56: \code{\link{hgm.mleFBByOptim}},
        !            57: \code{\link{hgm.ncBingham}},
        !            58: \code{\link{hgm.ncorthant}},
        !            59: \code{\link{hgm.ncso3}},
        !            60: \code{\link{hgm.pwishart}},
1.7       takayama   61: \code{\link{hgm.Rhgm}}
1.1       takayama   62: }
                     63: \examples{
                     64: \dontrun{
1.8       takayama   65: example(hgm.ncBingham)
1.6       takayama   66: example(hgm.ncorthant)
                     67: example(hgm.ncso3)
1.5       takayama   68: example(hgm.pwishart)
1.7       takayama   69: example(hgm.Rhgm)
1.1       takayama   70: }
                     71: }