make_log_hessian: Make Hessian of the objective function

Description Usage Arguments

View source: R/make_log_hessian.R

Description

- m_expected_value is the expectated value matrix - m_variance is the matrix of variances - A, m_expected_value, m_variance all have shape c(size, size) - The variables _v are copies of the originals to shape c(npar,size,size), paralleling the gradient of g. - The variables _m are copies of the originals to shape c(npar,npar,size,size), paralleling the hessian of g hessian-of-objective-function

Usage

1
make_log_hessian(a, A, dnom, g_obj, g_grad, g_hess)

Arguments

a

do not know

A

do not know

dnom

numeric vector representing the exposures (claims) used in the denominator

g_obj

objective function

g_grad

gradient function

g_hess

hessian function


rmsharp/stochasticreserver documentation built on Nov. 5, 2019, 3:13 a.m.