scorematchingad: Score Matching Estimation by Automatic Differentiation
Hyvärinen's score matching (Hyvärinen, 2005) <https://jmlr.org/papers/v6/hyvarinen05a.html> is a useful estimation technique when the normalising constant for a probability distribution is difficult to compute. This package implements score matching estimators using automatic differentiation in the 'CppAD' library <https://github.com/coin-or/CppAD> and is designed for quickly implementing score matching estimators for new models. Also available is general robustification (Windham, 1995) <https://www.jstor.org/stable/2346159>. Already in the package are estimators for directional distributions (Mardia, Kent and Laha, 2016) <doi:10.48550/arXiv.1604.08470> and the flexible Polynomially-Tilted Pairwise Interaction model for compositional data. The latter estimators perform well when there are zeros in the compositions (Scealy and Wood, 2023) <doi:10.1080/01621459.2021.2016422>, even many zeros (Scealy, Hingee, Kent, and Wood, 2024) <doi:10.1007/s11222-024-10412-w>. A partial interface to CppAD's ADFun objects is also available.
| Version: | 0.1.6 |
| Depends: | R (≥ 3.5.0) |
| Imports: | RcppEigen (≥ 0.3.3.7),MCMCpack,optimx,FixedPoint,Rdpack,Rcpp (≥ 1.0.9), methods, stats, utils,rlang (≥ 1.1.0) |
| LinkingTo: | Rcpp (≥ 1.0.9),RcppEigen (≥ 0.3.3.7) |
| Suggests: | testthat,ks,movMF,cubature,simdd,numDeriv |
| Published: | 2025-11-30 |
| DOI: | 10.32614/CRAN.package.scorematchingad |
| Author: | Kassel Liam Hingee [aut, cre], Janice Scealy [aut], Bradley M. Bell [cph] |
| Maintainer: | Kassel Liam Hingee <kassel.hingee at anu.edu.au> |
| BugReports: | https://github.com/kasselhingee/scorematchingad/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/kasselhingee/scorematchingad |
| NeedsCompilation: | yes |
| Materials: | README,NEWS |
| CRAN checks: | scorematchingad results |
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