scorematchingad
0.1.6Score Matching Estimation by Automatic Differentiation
Overview
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.
Install
Health
- OK2026-05-0213 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-04-2211 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-1810 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-03-1011 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 91%
- Documented parameters
- 92%
- Return-value docs
- 84%
- References docs
- 30%
Downloads
Repository
Repository practices
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Checks run against github.com/kasselhingee/scorematchingad on 2026-07-19.
Dependencies
Nothing depends on this yet.
Code & Tests
Datasets
People & History
6 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 0.1.6Latest
- 0.1.42025-09-01 · diff ↗
- RR 4.5.0 released · 2025-04-11
- 0.1.12025-01-08 · diff ↗
- 0.0.672024-07-25 · diff ↗
- 0.0.642024-06-27 · diff ↗
- unarchivedReturned to CRAN2024-06-27
- archivedRemoved from CRAN2024-06-14issues were not corrected in time
- 0.0.602024-05-21
- RR 4.4.0 released · 2024-04-24
Package metadata
- First published
- 2024-05-21
- Total releases
- 6 / 2 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 6.9 KB / 1 file
- Download size
- 1.6 MB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet