Annotation of OpenXM/src/R/r-packages/hgm/man/hgm-package.Rd, Revision 1.16
1.16 ! takayama 1: %% $OpenXM: OpenXM/src/R/r-packages/hgm/man/hgm-package.Rd,v 1.15 2016/02/13 06:47:50 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
1.11 takayama 13: systems of differential or difference equations.
1.2 takayama 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/}).
1.13 takayama 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{
1.16 ! takayama 41: \item (N3OST2) Hiromasa Nakayama, Kenta Nishiyama, Masayuki Noro, Katsuyoshi Ohara,
1.10 takayama 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}
1.16 ! takayama 46: \item (dojo) Edited by T.Hibi, Groebner Bases: Statistics and Software Systems, Springer, 2013,
1.11 takayama 47: \url{http://dx.doi.org/10.1007/978-4-431-54574-3}
1.2 takayama 48: \item \url{http://www.openxm.org}
49: }
1.1 takayama 50: }
51: \keyword{ package }
1.2 takayama 52: \keyword{ holonomic gradient method}
53: \keyword{ holonomic gradient descent}
54: \keyword{ HGM }
55: \keyword{ HGD }
1.1 takayama 56: \seealso{
1.10 takayama 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}}
1.15 takayama 62: \code{\link{hgm.p2wishart}},
1.1 takayama 63: }
64: \examples{
65: \dontrun{
1.8 takayama 66: example(hgm.ncBingham)
1.6 takayama 67: example(hgm.ncorthant)
68: example(hgm.ncso3)
1.5 takayama 69: example(hgm.pwishart)
1.7 takayama 70: example(hgm.Rhgm)
1.15 takayama 71: example(hgm.p2wishart)
1.1 takayama 72: }
73: }
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