apollo_makeHessian: Creates hessian function.

In apollo: Tools for Choice Model Estimation and Application

Creates hessian function.

Description

Creates hessian function from the likelihood function apollo_probabilities provided by the user. Returns NULL if the creation of gradient function fails.

Usage

apollo_makeHessian(apollo_beta, apollo_fixed, apollo_logLike)

Arguments

apollo_beta	Named numeric vector. Names and values for (all) parameters.
apollo_fixed	Character vector. Names (as defined in apollo_beta) of parameters whose value should not change during estimation.
apollo_logLike	Function to calculate the log-likelihood of the model, as created by apollo_makeLogLike If provided, the value of the analytical gradient will be compared to the value of the numerical gradient as calculated using apollo_logLike and the numDeriv package. If the difference between the two is bigger than 1 that the analytical gradient is wrong and NULL will be returned.

Details

Internal use only. Called by apollo_estimate before estimation. The returned function can be single-threaded or multi-threaded based on the model options.

Value

apollo_hessian function. It receives a single argument called b, which are the _variable_ parameters (i.e. must not include fixed parameters).

apollo documentation built on Oct. 2, 2024, 1:08 a.m.