| 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)