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File: [local] / OpenXM / src / R / r-packages / hgm / man / hgm-package.Rd (download)
Revision 1.8, Mon Mar 31 00:49:51 2014 UTC (10 years, 5 months ago) by takayama
hgm.ncBingham is an alias to hgm.se.hgm.Bingham. Example. > library(hgm) Loading required package: deSolve > hgm.ncBingham(c(1,3,5)); [1] 17.640021 2.371808 4.166681 9.192789 > hgm.ncBingham(c(1,3,5,6)); [1] 39.918359 3.948743 6.039318 10.854341 15.742235 > hgm.ncBingham(c(1,3,5,6,10)); [1] 302.18060 18.39045 24.12517 34.42539 43.00941 165.81628 > hgm.ncBingham(c(1,3,5,6,10,12)); [1] 1359.53150 65.15867 80.34557 104.24621 121.92847 304.56343 623.78715 > hgm.ncBingham(c(1,3,5,6,10,12,13)); [1] 3746.9919 157.2332 188.3426 234.1278 265.9428 539.4425 924.3876 [8] 1292.3312 |
%% $OpenXM: OpenXM/src/R/r-packages/hgm/man/hgm-package.Rd,v 1.8 2014/03/31 00:49:51 takayama Exp $ \name{hgm-package} \alias{hgm-package} \alias{HGM} \alias{hgm} \docType{package} \title{ HGM } \description{ The holonomic gradient method (HGM, hgm) gives a way to evaluate normalization constants of unnormalized probability distributions by utilizing holonomic systems of differential equations. The holonomic gradient descent (HGD, hgd) gives a method to find maximal likelihood estimates by utilizing the HGM. } \details{ \tabular{ll}{ Package: \tab hgm\cr Type: \tab Package\cr License: \tab GPL-2\cr LazyLoad: \tab yes\cr } The HGM and HGD are proposed in the paper below. This method based on the fact that a broad class of normalization constants of unnormalized probability distributions belongs to the class of holonomic functions, which are solutions of holonomic systems of linear partial differential equations. } \note{ This package includes a small subset of the Gnu scientific library codes (\url{http://www.gnu.org/software/gsl/}). Then, it might cause a conflict with the package gsl (see \code{\link[gsl]{gsl-package}}). % 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. % (see \code{\link[base]{library.dynam.unload}}). } \references{ \itemize{ \item Hiromasa Nakayama, Kenta Nishiyama, Masayuki Noro, Katsuyoshi Ohara, Tomonari Sei, Nobuki Takayama, Akimichi Takemura, Holonomic Gradient Descent and its Application to Fisher-Bingham Integral, Advances in Applied Mathematics 47 (2011), 639--658, \url{http://dx.doi.org/10.1016/j.aam.2011.03.001} \item \url{http://www.openxm.org} } } \keyword{ package } \keyword{ holonomic gradient method} \keyword{ holonomic gradient descent} \keyword{ HGM } \keyword{ HGD } \seealso{ \code{\link{hgm.ncBingham}} \code{\link{hgm.ncorthant}} \code{\link{hgm.ncso3}} \code{\link{hgm.pwishart}} \code{\link{hgm.Rhgm}} } \examples{ \dontrun{ example(hgm.ncBingham) example(hgm.ncorthant) example(hgm.ncso3) example(hgm.pwishart) example(hgm.Rhgm) } }