hessian: Calculate the Hessian
In edsandorf/cmdlR: Choice Modeling in R

hessian

R Documentation

Calculate the Hessian

Description

The function is a wrapper around several methods for calculating the numerical Hessian matrix. The function is meant for internal use and is not exported.

Usage

hessian(type, log_lik, param_free, method, optimizer)

Arguments

`type`	A character string giving the method to use when approximating the Hessian. One of: "numderiv" or "maxlik".
`log_lik`	A log-likelihood expression prepared by `prepare_log_lik`
`param_free`	A list of freely estimated parameters
`method`	A method for the approximation of the Hessian. Only necessary for the maxlik package
`optimizer`	A character string giving the optimizer used