rkevinbur...@charter.net wrote:
I am new to 'R' and also new to the concept of a 'Hessian' with non-linear optimization. I would like to avoid going through all of the reference articles given with ?optim as access to a library is not handy. Would someone be able to elighten me on what is in the Hessian matrix if 'hessian = TRUE' with optim? The documentation indicates that this is a numerically differentiated Hessian. So I am assuming that some small delta is chosen. How is the delta chosen ?
how about http://en.wikipedia.org/wiki/Hessian_matrix ? -- Gad Abraham Dept. CSSE and NICTA The University of Melbourne Parkville 3010, Victoria, Australia email: gabra...@csse.unimelb.edu.au web: http://www.csse.unimelb.edu.au/~gabraham ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
