Hessian
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 
Number of points in the analyzed lattice. 
freq 

h 
Kernel bandwidth. 
Details
In scICA
function the maximization for the spectral density local maximum likelihood estimator is obtained through the NewtonRaphson 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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