Hiromasa Nakayama, Kenta Nishiyama, Masayuki Noro, Katsuyoshi Ohara,
@@ -88,14 +97,14 @@ Advances in Applied Mathematics 47 (2011), 639--658,
Three Steps of HGM
-- Find a holonomic system satisfied by the normalizing constant.
+
- Finding a holonomic system satisfied by the normalizing constant.
We may use computational or theoretical methods to find it.
Groebner basis and related methods are used.
-
- Find an initial value vector for the holonomic system.
+
- Finding an initial value vector for the holonomic system.
This is equivalent to evaluating the normalizing constant and its derivatives
at a point.
This step is usually performed by a series expansion.
-
- Solve the holonomic system numerically. We use several methods
+
- Solving the holonomic system numerically. We use several methods
in numerical analysis such as the Runge-Kutta method of solving
ordinary differential equations and efficient solvers of systems of linear
equations.
@@ -109,22 +118,32 @@ of the
OpenXM documents
or in this folder.
-The nightly snapshot of the asir-contrib can be found in the Asir-Contrib page below,
+The nightly snapshot of the asir-contrib can be found in the asir page below,
or look up our
cvsweb page.
- Command line interfaces are in the folder OpenXM/src/hgm
in the OpenXM source tree. See
OpenXM distribution page .
-
- hgm package for R for the step 3.
-
- yang (for Pfaffian systems) , nk_restriction (for D-module integrations),
-tk_jack (for Jack polynomials), ko_fb_pfaffian (Pfaffian system for the Fisher-Bingham system)
-are for the steps 1 or 2 and in the
- asir-contrib.
-
- nk_fb_gen_c is a package to generate a C program to perform
+
- hgm package for R (hgm_*tar.gz, hgm-manual.pdf) for the step 3.
+To install this package in R, type in
+
+R CMD install hgm_*.tar.gz
+
+ - The following packages are
+for the computer algebra system
+ Risa/Asir.
+They are in the asir-contrib collection.
+
+- yang.rr (for Pfaffian systems) ,
+nk_restriction.rr (for D-module integrations),
+tk_jack.rr (for Jack polynomials),
+ko_fb_pfaffian.rr (Pfaffian system for the Fisher-Bingham system),
+are for the steps 1 or 2.
+
- nk_fb_gen_c.rr is a package to generate a C program to perform
maximal Likehood estimates for the Fisher-Bingham distribution by HGD (holonomic gradient descent).
-It is in the
- asir-contrib.
+
- ot_hgm_ahg.rr (HGM for A-distributions, very experimental).
+
Programs to try examples of our papers
@@ -132,6 +151,6 @@ It is in the
- d-dimensional Fisher-Bingham System
- $OpenXM: OpenXM/src/hgm/doc/ref-hgm.html,v 1.8 2014/04/03 07:34:31 takayama Exp $
+ $OpenXM: OpenXM/src/hgm/doc/ref-hgm.html,v 1.11 2014/05/20 02:12:18 takayama Exp $