Try the `hessian' function in "numDeriv" package. It can produce very accurate hessians.
Ravi. -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Johnson, Brian P. Sent: Wednesday, March 24, 2010 12:14 PM To: r-help@r-project.org Cc: Brian Johnson Subject: [R] vcov.nlminb Hello all, I am trying to get the variance-covariance (VCOV) matrix of the parameter estimates produced from the nlminb minimizing function, using vcov.nlminb, but it seems to have been expunged from the MASS library. I also tried using the vcov function after minimizing the function with the nlm function and that produced the following error: Error in UseMethod("vcov") : no applicable method for 'vcov' applied to an object of class "list" The hessian from nlm is also producing NaNs, although the estimates seems to be right, so I can't get the VCOV that way either. Any potential solutions on this would be welcome. Thanks, Brian Essentia Institute of Rural Health Duluth, MN 55805 [[alternative HTML version deleted]] ______________________________________________ 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. ______________________________________________ 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.
