calc_hessian: Caluate the hessian

In nickseedorff/pmmhLong: Pseudo-marginal Metroplis Hastings for Efficient Multivariate Longitudinal Poisson Regression

Description

Caluate the hessian

Usage

calc_hessian(f_cur, inv_cov, mu)

Arguments

f_cur	vector, current estimate of the mode of the latent GP
inv_cov	matrix, prior for GP precision matrix
mu	vector, linear predictor without the GP

Value

matrix

Examples

inv_cov <- qr.solve(matrix(c(3, 1, 1, 3), ncol = 2))
hessian(c(2, 3), inv_cov, c(-5, -4))

nickseedorff/pmmhLong documentation built on Dec. 31, 2020, 12:05 a.m.