Package index • compositional.mle

Problem Specification

Define the statistical estimation problem

mle_problem(): Create an MLE Problem Specification
update(<mle_problem>): Update an mle_problem
is_mle_problem(): Check if object is an mle_problem
get_score(): Get score function from problem
get_fisher(): Get Fisher information function from problem
mle_constraint(): Create domain constraint specification
is_mle_constraint(): Check if object is an mle_constraint

Solver Factories

Create solver functions

gradient_ascent(): Gradient Ascent Solver
newton_raphson(): Newton-Raphson Solver
fisher_scoring(): Fisher Scoring Solver
bfgs(): BFGS Solver
lbfgsb(): L-BFGS-B Solver (Box Constrained)
nelder_mead(): Nelder-Mead Solver (Derivative-Free)
grid_search(): Grid Search Solver
random_search(): Random Search Solver

Composition Operators

Combine solvers into strategies

compose(): Compose multiple function transformations
`%>>%`: Sequential Solver Composition
`%|%`: Parallel Solver Racing
with_restarts(): Multiple Random Restarts
unless_converged(): Conditional Refinement

Samplers

Starting point generators for restarts

uniform_sampler(): Uniform Sampler Factory
normal_sampler(): Normal Sampler Factory

Function Transformers

Transform log-likelihood functions

with_subsampling(): Create stochastic log-likelihood with subsampling
with_penalty(): Add penalty term to log-likelihood
penalty_l1(): L1 penalty function (LASSO)
penalty_l2(): L2 penalty function (Ridge)
penalty_elastic_net(): Elastic net penalty (combination of L1 and L2)

Configuration

Type-safe configuration objects

mle_config(): Create optimization configuration
mle_config_gradient(): Create gradient-based optimization configuration
mle_config_linesearch(): Create line search configuration
is_mle_config(): Check if object is an mle_config

Tracing

Track optimization progress

mle_trace(): Create a Trace Configuration
is_tracing(): Check if tracing is enabled

Results

Work with optimization results

is_converged(): Check if solver converged
is_mle_numerical(): Check if object is an mle_numerical
num_iterations(): Get number of iterations