hessian: Hessian matrix

In bdsm: Bayesian Dynamic Systems Modeling

Hessian matrix

Description

Creates the hessian matrix for a given likelihood function.

Usage

hessian(lik, theta, ...)

Arguments

lik	function
theta	kx1 matrix
...	other parameters passed to lik function.

Value

Hessian kxk matrix where k is the number of parameters included in the theta matrix

Examples

lik <- function(theta) {
 return(theta[1]^2 + theta[2]^2)
}

hessian(lik, c(1, 1))

bdsm documentation built on April 4, 2025, 1:06 a.m.