HessianF: Computes Hessian matrix of a $C^2$ function given parameters...

Description Usage Arguments Value

Description

Computes Hessian matrix of a $C^2$ function given parameters and offset value epsilon

Usage

1
HessianF(f, params, epsilon = 1e-06)

Arguments

f

R function taking only a vector of parameter as input.

params

Vector of parameters.

epsilon

Offset value for all components.

Value

Hessian matrix of function f at parameters params with offset epsilon.


vali2noisy/ev-trawl documentation built on May 13, 2019, 4:09 a.m.