hessian {bdsm} | R Documentation |
Hessian matrix
Description
Creates the hessian matrix for a given likelihood function.
Usage
hessian(lik, theta, ...)
Arguments
lik |
function |
theta |
kx1 matrix |
... |
other parameters passed to |
Value
Hessian kxk matrix where k is the number of parameters included in the theta matrix
Examples
lik <- function(theta) {
return(theta[1]^2 + theta[2]^2)
}
hessian(lik, c(1, 1))
[Package bdsm version 0.2.1 Index]