scorematchingad: Score Matching Estimation by Automatic Differentiation

Hyvärinen's score matching (Hyvärinen, 2005) <> 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 <> and is designed for quickly implementing score matching estimators for new models. Also available is general robustification (Windham, 1995) <>. 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>.

Version: 0.0.64
Depends: R (≥ 3.5.0)
Imports: MCMCpack, optimx, FixedPoint, Rdpack, Rcpp (≥ 1.0.9), methods, stats, R6, utils, rlang, ellipsis
LinkingTo: Rcpp (≥ 1.0.9), RcppEigen (≥
Suggests: testthat, ks, movMF, cubature, simdd, numDeriv
Enhances: RcppEigen (≥, RcppXPtrUtils
Published: 2024-06-27
DOI: 10.32614/CRAN.package.scorematchingad
Author: Kassel Liam Hingee ORCID iD [aut, cre], Janice Scealy ORCID iD [aut], Bradley M. Bell [cph]
Maintainer: Kassel Liam Hingee <kassel.hingee at>
License: GPL (≥ 3)
NeedsCompilation: yes
Materials: NEWS
CRAN checks: scorematchingad results


Reference manual: scorematchingad.pdf


Package source: scorematchingad_0.0.64.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): scorematchingad_0.0.64.tgz, r-oldrel (arm64): scorematchingad_0.0.64.tgz, r-release (x86_64): scorematchingad_0.0.64.tgz, r-oldrel (x86_64): scorematchingad_0.0.64.tgz
Old sources: scorematchingad archive


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