Annotation of OpenXM/src/R/r-packages/hgm/man/hgm-package.Rd, Revision 1.6
1.6 ! takayama 1: %% $OpenXM: OpenXM/src/R/r-packages/hgm/man/hgm-package.Rd,v 1.5 2013/03/26 05:53:57 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{
1.2 takayama 11: The holonomic gradient method (HGM, hgm) gives a way to evaluate normalization
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.
25: This method based on the fact that a broad class of normalization constants
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{
41: \item Hiromasa Nakayama, Kenta Nishiyama, Masayuki Noro, Katsuyoshi Ohara,
42: Tomonari Sei, Nobuki Takayama, Akimichi Takemura,
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{
1.6 ! takayama 56: \code{\link{hgm.ncorthant}}
! 57: \code{\link{hgm.ncso3}}
1.5 takayama 58: \code{\link{hgm.pwishart}}
1.1 takayama 59: }
60: \examples{
61: \dontrun{
1.6 ! takayama 62: example(hgm.ncorthant)
! 63: example(hgm.ncso3)
1.5 takayama 64: example(hgm.pwishart)
1.1 takayama 65: }
66: }
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