# hess: Hessian

Description Usage Arguments Details Value Note Author(s) See Also

### Description

This function evaluates the Hessian matrix of the objective function for the spectral density local maximum likelihood estimator.

### Usage

 1 hess(x, omega, l_period, n, freq, h) 

### Arguments

 x Current estimate omega Frequency at which the spectral density estimate is evaluated. l_period Vector of length n with the log-periodogram evaluations at the n Fourier frequencies. n Number of points in the analyzed lattice. freq n \times 2 matrix with the n Fourier frequencies. h Kernel bandwidth.

### Details

In scICA function the maximization for the spectral density local maximum likelihood estimator is obtained through the Newton-Raphson algorithm. This function returns the Hessian matrix needed in the optimization method. See locmulti for further details.

### Value

It returns a 3 \times 3 Hessian matrix.

### Note

It is auxiliary for scICA function.

### Author(s)

Lee, S., Shen, H., Truong, Y. and Zanini, P.

### See Also

scICA, locmulti, kern.

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