Laplace Approximations Using Automatic Differentiation

Documentation for package ‘adlaplace’ version 0.7.4

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-- A --

adlaplace	Fit a hierarchical model by Laplace-approximate maximum likelihood
adlaplace_cpp	C++ backend entry points
adlaplace_fit-methods	Methods for fitted adlaplace models
ad_pack	Build AD function with Hessian templates
ad_pack-class	AD function with Hessian templates attached
ad_pack-method	Build AD function with Hessian templates
ad_pack_drop	Retape an AD pack after dropping observation units
ad_pack_ptr	Build raw AD handle for one density shard
ad_pack_ptr-class	Raw AD handle (external pointer)
ad_pack_set_X	Rebuild an 'ad_pack' for a new model-data design
aghq_ff	Build 'aghq' objective list from an adlaplace fit
amip_set	Approximate most influential removal set (AMIP)
apply_theta_log	Apply log transform to selected theta columns

-- B --

beta_info	Model Term Generics
beta_info-method	Dirichlet-multinomial response term
beta_info-method	Fixed Polynomial Model Term
beta_info-method	intercept Model Term
beta_info-method	Linear Model Term
beta_info-method	Model Term Generics
binom	Binomial observation term
binomial-class	Binomial observation term
by_group	By-Group Classes and Functions
by_group-class	By-Group Class

-- C --

c.ad_pack_ptr	Combine 'ad_pack_ptr' handles
clone_ad_pack_ptr	Deep copy of an 'ad_pack_ptr' handle
coef.adlaplace_fit	Methods for fitted adlaplace models
collect_terms	Parse Model Terms from Formula
confint.adlaplace_fit	Methods for fitted adlaplace models

-- D --

dat	Example GAMM simulation data
density_data	Per-shard layout for AD density evaluation
density_data-class	Per-shard layout for AD density evaluation
deriv_scan_joint	Scan joint log-density AD derivatives vs finite differences
deriv_scan_laplace	Scan Laplace profile AD derivatives vs finite differences
design	Model Term Generics
design-method	Dirichlet-multinomial response term
design-method	Fixed Polynomial Model Term
design-method	IID Random Effects Term
design-method	intercept Model Term
design-method	Integrated Wiener Process Term
design-method	Linear Model Term
design-method	Model Term Generics
design-method	Random Polynomial Model Term
dirichlet_multinom	Dirichlet-multinomial case-crossover response term
dirichlet_multinom-class	Dirichlet-multinomial response term

-- E --

elgm_matrix	Model Term Generics
elgm_matrix-method	Dirichlet-multinomial response term
extra_density	Model Term Generics
extra_density-method	Model Term Generics

-- F --

fitted.adlaplace_fit	Methods for fitted adlaplace models
fit_outer	Outer optimization scaffolding for Laplace profile likelihoods
format_parameters	Format Laplace estimates using parameter metadata
fpoly	Fixed Polynomial Model Term
fpoly-class	Fixed Polynomial Model Term
fun_obj_fdfh	C++ backend entry points

-- G --

gamm	Example GAMM simulation data
gaussian-class	Gaussian observation term
germany	Germany oral cavity cancer (Besag-York-Mollie example)
grad	C++ backend entry points
grad_obs_units	Per-unit observation gradients (streaming, grad-only tapes)

-- H --

has_openmp	Whether this build was compiled with OpenMP support.
hessian	C++ backend entry points
hinv_trace_index	Positions of a shard's quadratic form inside the joint inverse Hessian
hinv_trace_index-method	Positions of a shard's quadratic form inside the joint inverse Hessian

-- I --

iid	IID Random Effects Term
iid-class	IID Random Effects Term
influence_scores	Per-unit influence scores for an inner linear functional
inner_opt	Inner optimization over gamma using trust-region CG (sparse)
intercept	intercept Model Term
intercept-class	intercept Model Term
iwp	Integrated Wiener Process Term Constructor
iwp-class	Integrated Wiener Process Term

-- J --

C++ backend entry points

-- L --

laplace_half_H_inv	Extract inner inverse Cholesky factor from Laplace output
laplace_loglik	Laplace-approximate log-likelihood (positive convention)
linear	Linear Model Term
linear-class	Linear Model Term
logLik.adlaplace_fit	Methods for fitted adlaplace models
log_lik_laplace	Log-likelihood with inner Laplace optimization
london	London daily mortality and PM10 (case-crossover example)

-- M --

mean_mvquad	Posterior mean of random effects via multivariate quadrature
model-generics	Model Term Generics
model_data	Assemble model terms and per-shard 'density_data' objects
model_term-class	Base Model Class

-- N --

nbinom	Negative binomial observation term
nbinom-class	Negative binomial observation term
nobs.adlaplace_fit	Methods for fitted adlaplace models
normal	Gaussian observation term
n_groups	Number of AD shards in an 'ad_pack_ptr' handle
n_obs_units	Number of removable observation units

-- O --

obs_groups	Partition observations into AD shards by sparsity pattern
obs_groups_units	Build 'obs_groups' for a subset of observation units
outer_fn	Outer objective and gradient wrappers
outer_gr	Outer objective and gradient wrappers
outer_optim_wrappers	Outer objective and gradient wrappers

-- P --

phi_gamma	Linear functional of the inner field gamma
plot.adlaplace_fit	Methods for fitted adlaplace models
pois	Poisson observation term
poisson-class	Poisson observation term
precision	Model Term Generics
precision-method	Dirichlet-multinomial response term
precision-method	IID Random Effects Term
precision-method	intercept Model Term
precision-method	Integrated Wiener Process Term
precision-method	Linear Model Term
precision-method	Model Term Generics
precision-method	Random Polynomial Model Term
predict.adlaplace_fit	Methods for fitted adlaplace models
print.adlaplace_fit	Methods for fitted adlaplace models
print.summary.adlaplace_fit	Methods for fitted adlaplace models
prior	Hyperparameter prior term
prior-class	Hyperparameter prior term

-- R --

random_info	Model Term Generics
random_info-method	Dirichlet-multinomial response term
random_info-method	IID Random Effects Term
random_info-method	intercept Model Term
random_info-method	Integrated Wiener Process Term
random_info-method	Linear Model Term
random_info-method	Model Term Generics
random_info-method	Random Polynomial Model Term
replace_vars	Replace data-column names in model terms
replace_vars-method	Replace data-column names in model terms
rmvnldl	Simulate from a multivariate normal using LDL of the precision matrix
rpoly	Random Polynomial Model Term
rpoly-class	Random Polynomial Model Term

-- S --

sim_fit	Simulate linear predictors on a new covariate grid
sim_iid	Simulate IID random effects with pointwise and global intervals
sim_random	Simulate a random-effect contribution for one covariate
sizes	Parameter-block row counts for an 'density_data'
sizes-method	Parameter-block row counts for an 'density_data'
summary.adlaplace_fit	Methods for fitted adlaplace models

-- T --

takahashi_davis	Sparse inverse subset of a symmetric positive-definite matrix
term_data_setup	Build design matrices and parameter metadata from a formula
theta_info	Model Term Generics
theta_info-method	Dirichlet-multinomial response term
theta_info-method	Gaussian observation term
theta_info-method	IID Random Effects Term
theta_info-method	Integrated Wiener Process Term
theta_info-method	Model Term Generics
theta_info-method	Negative binomial observation term
trace_hinv_t	C++ backend entry points

-- V --

Methods for fitted adlaplace models

-- misc --

Valid model type factor levels