dot-hess_to_cov: helper function to safely convert a Hessian matrix to...

In flexsurv: Flexible Parametric Survival and Multi-State Models

helper function to safely convert a Hessian matrix to covariance matrix

Description

helper function to safely convert a Hessian matrix to covariance matrix

Usage

.hess_to_cov(hessian, tol.solve = 1e-09, tol.evalues = 1e-05, ...)

Arguments

hessian	hessian matrix to convert to covariance matrix (must be evaluated at MLE)
tol.solve	tolerance used for solve()
tol.evalues	accepted tolerance for negative eigenvalues of the covariance matrix
...	arguments passed to Matrix::nearPD

flexsurv documentation built on Feb. 16, 2023, 5:07 p.m.