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

Description Usage Arguments

Description

helper function to safely convert a Hessian matrix to covariance matrix

Usage

1
.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 Sept. 13, 2021, 5:07 p.m.