scorematchingad
Score Matching Estimation by Automatic Differentiation
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.
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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
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installed package size
installed size is 32.6Mb
sub-directories of 1Mb or more:
cppad 9.4Mb
include 4.6Mb
libs 17.9Mb
installed package size
installed size is 32.9Mb
sub-directories of 1Mb or more:
cppad 9.4Mb
include 4.6Mb
libs 18.2Mb
installed package size
installed size is 17.0Mb
sub-directories of 1Mb or more:
cppad 9.5Mb
include 4.7Mb
libs 2.1Mb
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Check History
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
installed package size
installed size is 32.6Mb
sub-directories of 1Mb or more:
cppad 9.4Mb
include 4.6Mb
libs 17.9Mb
installed package size
installed size is 32.9Mb
sub-directories of 1Mb or more:
cppad 9.4Mb
include 4.6Mb
libs 18.2Mb
installed package size
installed size is 17.0Mb
sub-directories of 1Mb or more:
cppad 9.5Mb
include 4.7Mb
libs 2.1Mb