hess: SE from Hessian
In arni-magnusson/arni: Arni's Toolbox
hess R Documentation
SE from Hessian
Description
Evaluate SE or correlation matrix from Hessian matrix.
Usage
hess(H, cor = FALSE)
Arguments
H
a Hessian matrix.
cor
whether to return correlation matrix instead of SE.
Value
Vector of standard errors, or if cor = TRUE a correlation matrix.
Note
Covariance matrix can be useful for applying the delta method.
arni-magnusson/arni documentation built on Nov. 3, 2023, 7:35 p.m.
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| hess | R Documentation |
SE from Hessian
Description
Evaluate SE or correlation matrix from Hessian matrix.
Usage
hess(H, cor = FALSE)
Arguments
H |
a Hessian matrix. |
cor |
whether to return correlation matrix instead of SE. |
Value
Vector of standard errors, or if cor = TRUE a correlation matrix.
Note
Covariance matrix can be useful for applying the delta method.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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