Package: scorematchingad 0.1.6

Kassel Liam Hingee

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.

Authors:Kassel Liam Hingee [aut, cre], Janice Scealy [aut], Bradley M. Bell [cph]

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manual.pdf |manual.html✨
card.svg |card.png
scorematchingad/json (API)
NEWS

# Install 'scorematchingad' in R:
install.packages('scorematchingad', repos = c('https://kasselhingee.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/kasselhingee/scorematchingad/issues

Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:
  • microbiome - 16s Microbiome Data for Soil-Transmitted Helminths

On CRAN:

Conda:

automatic-differentiationscore-matchingstatistical-inferencecpp

3.60 score 1 scripts 156 downloads 46 exports 20 dependencies

Last updated from:d508563e8d. Checks:12 OK, 1 FAIL. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK329
linux-devel-x86_64OK337
source / vignettesOK351
linux-release-arm64OK307
linux-release-x86_64OK291
macos-release-arm64OK242
macos-release-x86_64OK480
macos-oldrel-arm64OK274
macos-oldrel-x86_64OK428
windows-develOK433
windows-releaseOK465
windows-oldrelOK440
wasm-releaseFAIL139

Exports:avgrangeBinghamcppad_closedcppad_searchdppievaltapeevaltape_wsumFBfixdynamicfixindependentkeeprangeppippi_cWppi_cW_autoppi_fromAstarppi_mmmmppi_parammatsppi_paramvecppi_robustppi_robust_alrgengammappi_smvaluesppi_toAstarprintquadratictape_partsrppirppi_egmodelrsymmetricmatrixshowsmvaluessmvalues_wsumtape_bdrywtape_bdryw_inbuilttape_gradoffsettape_Hessiantape_Jacobiantape_logJacdettape_smdtape_swaptape_uldtape_uld_inbuilttestquadraticvMFvMF_robustWindhamWindham_populationinverseWindham_populationinverse_alternative

Dependencies:codaFixedPointlatticeMASSMatrixMatrixModelsmcmcMCMCpacknloptrnumDerivoptimxpracmaquantregrbibutilsRcppRcppEigenRdpackrlangSparseMsurvival

Readme and manuals

Help Manual

Help pageTopics
scorematchingad: Score Matching Estimation by Automatic Differentiationscorematchingad-package scorematchingad
Average Across Range of a Tapeavgrange
Score Matching Estimators for the Bingham DistributionBingham
Score Matching Estimator for Quadratic-Form Score Matching Discrepanciescppad_closed
Iterative Score Matching Estimator Using Conjugate-Gradient Descentcppad_search
Improper Log-Density of the PPI Modeldppi
Evaluate a CppAD Tape Many Timesevaltape evaltape_wsum
Estimate the Fisher-Bingham DistributionFB
Fix Dynamic Parameters of a Tapefixdynamic
Fix Independent Arguments of a Tapefixindependent
Reduce Range Dimension of a Tapekeeprange
16s Microbiome Data for Soil-Transmitted Helminthsmicrobiome
Estimation of Polynomially-Tilted Pairwise Interaction (PPI) Modelppi ppi_smvalues
Quickly Generate a Vector of Windham Exponents for the PPI Modelppi_cW ppi_cW_auto
A PPI Score-Matching Marginal Moment Matching Estimator (dimension=3 only)ppi_mmmm
PPI Parameter Toolsppi_fromAstar ppi_parammats ppi_paramvec ppi_param_tools ppi_toAstar
Robustly Estimate Parameters of the PPI Distributionppi_robust ppi_robust_alrgengamma
Print or show a summary of an Rcpp_ADFunprint,Rcpp_ADFun print,Rcpp_ADFun-method show,Rcpp_ADFun-method
Evaluate the Hessian and Gradient Offset of a Taped Quadratic Functionquadratictape_parts
A Class for CppAD TapesADFun Rcpp_ADFun Rcpp_ADFun-class
Simulate from a PPI Modelrppi rppi_egmodel
Quickly Generate a Symmetric Matrix for Testing and Examplesrsymmetricmatrix
Introduction to Score Matchingscorematchingtheory
Compute Score Matching Discrepancy Value, Gradient, and Hessiansmvalues smvalues_wsum
Generate a tape of a custom boundary weight functiontape_bdryw tape_bdryw_inbuilt
Tape the Gradient Offset of a Quadratic CppAD Tapetape_gradoffset
Tape the Hessian of a CppAD Tapetape_Hessian
Tape the Jacobian of CppAD Tapetape_Jacobian
Tape the log of Jacobian determinant of a CppAD Tapetape_logJacdet
Build CppAD Tapes for Score Matchingtape_smd
Switch Dynamic and Independent Values of a Tapetape_swap
Generate a tape of a custom unnormalised log-densitytape_uld tape_uld_inbuilt
Test Whether a CppAD Tape is a Quadratic Functiontestquadratic
Score Matching Estimator for the von-Mises Fisher DistributionvMF
Robust Fitting of von Mises FishervMF_robust
Windham Robustification of Point Estimators for Exponential Family DistributionsWindham
Inverse Transform for the Population Parameters Under Windham WeightsWindham_populationinverse Windham_populationinverse_alternative