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

.hessianR Documentation

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 June 18, 2022, 1:06 a.m.