%% $OpenXM: OpenXM/src/R/r-packages/hgm/man/hgm-package.Rd,v 1.13 2015/03/24 07:49:06 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 normalizing constants of unnormalized probability distributions by utilizing holonomic systems of differential or difference 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 normalizing 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 [N3OST2] 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 [dojo] Edited by T.Hibi, Groebner Bases: Statistics and Software Systems, Springer, 2013, \url{http://dx.doi.org/10.1007/978-4-431-54574-3} \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}} \code{\link{hgm.z.mleFBByOptim}}, } \examples{ \dontrun{ example(hgm.ncBingham) example(hgm.ncorthant) example(hgm.ncso3) example(hgm.pwishart) example(hgm.Rhgm) } }