hessian: Calculate hessian for a fitted model

In CLVTools: Tools for Customer Lifetime Value Estimation

Calculate hessian for a fitted model

Description

Calculate a numerical approximation to the Hessian matrix at the final estimated parameters using numDeriv::hessian.

Usage

## S3 method for class 'clv.fitted'
hessian(object, method.args = list())

hessian(object, ...)

## S4 method for signature 'clv.fitted'
hessian(object, method.args = list())

Arguments

object	Fitted model
method.args	List of options forwarded to the numerical approximation method. See numDeriv::hessian.
...	Ignored

Value

The hessian matrix, with column and row names set to the parameter names used to call the LL.

CLVTools documentation built on Nov. 6, 2025, 5:07 p.m.