.hess_to_cov | R Documentation |

helper function to safely convert a Hessian matrix to covariance matrix

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

`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.

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