hessian_condition_number: Get the hessian condition number

In edsandorf/cmdlR: Choice Modeling in R

Get the hessian condition number

Description

The condition number is the ratio of the largest to the smallest Eigen value of the Hessian matrix. If this number is very large, then the Hessian matrix is ill-conditioned. If this number is smaller than machine precision, the Hessian is numerically rank deficient as is 'indefinite'

Usage

hessian_condition_number(object, ...)

Arguments

object	A model object of class 'cmdlr'
...	Other arguments passed to the function

edsandorf/cmdlR documentation built on Jan. 17, 2024, 12:33 a.m.