hess: SE from Hessian

View source: R/hess.R

hessR 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.


arnima-github/arni documentation built on Oct. 28, 2023, 6:18 p.m.