hessian2-internal: Compute the Hessian Matrix From the Conditional Moments

hessian2-internalR Documentation

Compute the Hessian Matrix From the Conditional Moments

Description

Compute the Hessian matrix from the conditional moments.

Usage

.hessian2(
  dmu,
  dOmega,
  d2mu,
  d2Omega,
  epsilon,
  OmegaM1,
  missing.pattern,
  unique.pattern,
  name.pattern,
  grid.mean,
  grid.var,
  grid.hybrid,
  name.param,
  leverage,
  n.cluster,
  weights
)

Details

calc_hessian will perform the computation individually when the argument index.Omega is not null.


lavaSearch2 documentation built on April 12, 2023, 12:33 p.m.