hessb {QRMlib} | R Documentation |
calculates a numerical approximation of Hessian matrix
hessb(f, x, ep=0.0001, ...)
f |
function |
x |
value of function at which to approximate Hessian |
ep |
precision for numerical differencing |
... |
other arguments of function f |
matrix of approximate second derivatives
## Not run: #within fit.NH we approximate 2nd derivatives to calc standard errors if(se) { hessmatrix <- hessb(negloglik,par.ests) vcmatrix <- solve(hessmatrix) par.ses <- sqrt(diag(vcmatrix)) names(par.ses) <- names(par.ests) dimnames(vcmatrix) <- list(names(par.ests), names(par.ests)) } else { par.ses <- NA vcmatrix <- NA } ## End(Not run)