Package index • lanczosRTMB

Approximate properties

Core tools, using Lanczos to approximate model properties

lanczos_logdet(): Estimate log-determinant likelihood using Lanczos method
lanczos_nll(): Estimate log-marginal likelihood using Lanczos method
lanczos_sample(): Sample from Lanczos method
lanczos_variance(): Estimate variance using Lanczos method

Helper functions

Helper tools, used for components of an analysis

lanczos(): Calculate Lanczos approximation
make_Hq(): Make function to calculate H %*% q

Experimental and development

Experimental tools, under development.

lanczos_MakeADFun(): Approximate log-marginal likelihood using Lanczos method (EXPERIMENTAL)
lanczos_fixedQ(): Calculate Lanczos approximation using fixed Q