DESCRIPTION

Package: scorematchingad
Title: Score Matching Estimation by Automatic Differentiation
Version: 0.1.1
Authors@R: 
    c(person(given = "Kassel Liam", family = "Hingee", email = "kassel.hingee@anu.edu.au", role = c("aut", "cre"), comment = c(ORCID = "0000-0001-9894-2407")),
    person("Janice", "Scealy", role = c("aut"), comment = c(ORCID = "0000-0002-9718-869X")),
    person("Bradley M.", "Bell", role = c("cph"))
    )
Description: 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.
License: GPL (>=3)
Encoding: UTF-8
LazyData: true
ByteCompile: true
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.2
Suggests: 
    testthat,
    ks,
    movMF,
    cubature,
    simdd,
    numDeriv
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)
RdMacros: Rdpack
LinkingTo: 
    Rcpp (>= 1.0.9),
    RcppEigen (>= 0.3.3.7)
Config/testthat/edition: 3
URL: https://github.com/kasselhingee/scorematchingad
BugReports: https://github.com/kasselhingee/scorematchingad/issues