sparseHessianFD: Numerical Estimation of Sparse Hessians

Estimates Hessian of a scalar-valued function, and returns it in a sparse Matrix format. The sparsity pattern must be known in advance. The algorithm is especially efficient for hierarchical models with a large number of heterogeneous units. See Braun, M. (2017) <doi:10.18637/jss.v082.i10>.

Depends: R (≥ 3.4.2)
Imports: Matrix (≥ 1.2.8), methods, Rcpp (≥ 0.12.13)
LinkingTo: Rcpp, RcppEigen (≥
Suggests: testthat, numDeriv, scales, knitr, xtable, dplyr
Published: 2017-11-25
Author: Michael Braun [aut, cre, cph]
Maintainer: Michael Braun <braunm at>
License: MPL (== 2.0)
NeedsCompilation: yes
SystemRequirements: C++11
Citation: sparseHessianFD citation info
Materials: NEWS
CRAN checks: sparseHessianFD results


Reference manual: sparseHessianFD.pdf
Vignettes: sparseHessianFD
Package source: sparseHessianFD_0.3.3.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: sparseHessianFD_0.3.3.2.tgz
OS X Mavericks binaries: r-oldrel: sparseHessianFD_0.3.3.tgz
Old sources: sparseHessianFD archive

Reverse dependencies:

Reverse suggests: bayesGDS


Please use the canonical form to link to this page.