dot-hessian: Numerical evaluation of the hessian of a function using...

In flexsurv: Flexible Parametric Survival and Multi-State Models

Numerical evaluation of the hessian of a function using numDeriv::hessian

Description

We perform a quick check about the expected runtime and adjust the precision accordingly.

Usage

.hessian(f, x, seconds.warning = 60, default.r = 6, min.r = 2, ...)

Arguments

f	function to compute Hessian for
x	location to evaluate Hessian at
seconds.warning	time threshold in seconds to trigger message and reduce the number of iterations for Richardson extrapolation of numDeriv::hessian
default.r	default number of iterations (high-precision recommendation of numDeriv)
min.r	minial number of iteration, must be at least 2,
...	further arguments passed to method.args of numDeriv::hessian

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