Numerical Estimation of Sparse Hessians

Estimates Hessian of a scalar-valued function, and returns it in a sparse Matrix format. The sparsity pattern must be known in advance. The algorithm is especially efficient for hierarchical models with a large number of heterogeneous units. See Braun, M. (2017) .


Reference manual

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install.packages("sparseHessianFD")

0.3.3.7 by Michael Braun, 4 years ago


https://braunm.github.io/sparseHessianFD/, https://github.com/braunm/sparseHessianFD/


Report a bug at https://github.com/braunm/sparseHessianFD/issues/


Browse source code at https://github.com/cran/sparseHessianFD


Authors: Michael Braun [aut, cre, cph]


Documentation:   PDF Manual  


MPL (== 2.0) license


Imports Matrix, methods, Rcpp

Suggests testthat, numDeriv, scales, knitr, xtable, dplyr

Linking to Rcpp, RcppEigen

System requirements: C++11


See at CRAN