tcl_hessian: Computation of Hessian matrix.

In akurz1/tcl: Testing in Conditional Likelihood Context

Description

Uses function hessian() from numDeriv package to compute (approximate numerically) Hessian matrix evaluated at arbitrary values of item easiness parameters.

Usage

tcl_hessian(X, eta, W, model = "RM")

Arguments

X	data matrix.
eta	numeric vector of item easiness parameters.
W	design matrix.
model	RM, PCM, RSM, LLTM.

Value

Hessian matrix evaluated at eta

References

Gilbert, P., Gilbert, M. P., & Varadhan, R. (2016). numDeriv: Accurate Numerical Derivatives. R package version 2016.8-1.1. url: https://CRAN.R-project.org/package=numDeriv

Examples

# Rasch model with beta_1 restricted to 0
y <- eRm::raschdat1
res <- eRm::RM(X = y, sum0 = FALSE)
mat <- tcl_hessian(X = y, eta = res$etapar, model = "RM")

akurz1/tcl documentation built on Oct. 22, 2021, 4:10 p.m.