Numerical Estimation of Sparse Hessians


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Documentation for package ‘sparseHessianFD’ version 0.2.0

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sparseHessianFD-package Estimate sparse Hessians using finite differences of gradients.
binary Binary choice example
binary-data Sample simulated data for binary choice model in vignette
binary.f Binary choice example
binary.grad Binary choice example
binary.hess Binary choice example
Coord.to.Pattern.Matrix Pattern matrix from row and column indices.
Coord.to.Sym.Pattern.Matrix Deprecated functions
Matrix.to.Coord Row and column indices from sparse matrix.
new.sparse.hessian.obj Deprecated functions
Rcpp_sparseHessianFD-class sparseHessianFD
sparseHessianFD sparseHessianFD
sparseHessianFD-class sparseHessianFD
sparseHessianFD-deprecated Deprecated functions
sparseHessianFD.new Create and initialize a new sparseHessianFD object
Sym.CSC.to.Matrix Deprecated functions