View source: R/make_log_hessian.R
- 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
1 | make_log_hessian(a, A, dnom, g_obj, g_grad, g_hess)
|
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 |
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