Description Usage Arguments Details Value Note Author(s) See Also
This function evaluates the Hessian matrix of the objective function for the spectral density local maximum likelihood estimator.
1 | hess(x, omega, l_period, n, freq, h)
|
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. |
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.
It returns a 3 \times 3 Hessian matrix.
It is auxiliary for scICA
function.
Lee, S., Shen, H., Truong, Y. and Zanini, P.
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