wrappers_hessian | R Documentation |
Wrappers of common R Hessian functions.
Their purpose is to be passed as the hessian_function
argument in the gas()
function.
wrapper_hessian_stats(obj_fun, theta_optim, est_details, ...)
wrapper_hessian_pracma(obj_fun, theta_optim, est_details, ...)
wrapper_hessian_numderiv(obj_fun, theta_optim, est_details, ...)
obj_fun |
An objective function. |
theta_optim |
A numeric vector of the optimal values of the variables. |
est_details |
A list of variables used for estimation. |
... |
Additional arguments to be passed to the Hessian function. |
A list with components:
status_hessian |
The status of the Hessian computation. |
theta_hessian |
The Hessian matrix. |
wrapper_hessian_stats()
: Wrapper for Hessian function stats::optimHess()
.
wrapper_hessian_pracma()
: Wrapper for Hessian function pracma::hessian()
.
wrapper_hessian_numderiv()
: Wrapper for Hessian function numDeriv::hessian()
.
gas()
wrappers_optim
wrappers_parallel
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