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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.6 |
rolling linux/jammy R-4.5 | scorematchingad_0.1.6.tar.gz |
2.6 MiB |
0.1.6 |
rolling linux/noble R-4.5 | scorematchingad_0.1.6.tar.gz |
2.6 MiB |
0.1.6 |
rolling source/ R- | scorematchingad_0.1.6.tar.gz |
1.5 MiB |
0.1.6 |
latest linux/jammy R-4.5 | scorematchingad_0.1.6.tar.gz |
2.6 MiB |
0.1.6 |
latest linux/noble R-4.5 | scorematchingad_0.1.6.tar.gz |
2.6 MiB |
0.1.6 |
latest source/ R- | scorematchingad_0.1.6.tar.gz |
1.5 MiB |
0.1.6 |
2026-04-26 source/ R- | scorematchingad_0.1.6.tar.gz |
1.5 MiB |
0.1.6 |
2026-04-23 source/ R- | scorematchingad_0.1.6.tar.gz |
1.5 MiB |
0.1.6 |
2026-04-09 windows/windows R-4.5 | scorematchingad_0.1.6.zip |
4.4 MiB |
0.1.1 |
2025-04-20 source/ R- | scorematchingad_0.1.1.tar.gz |
1.5 MiB |