# inst/unitTests/runit.tsHessian.R In DistributionUtils: Distribution Utilities

```### Unit tests of function tsHessian

### Functions with name test.* are run by R CMD check or by make if
### LEVEL=1 in call to make
### Functions with name levelntest.* are run by make if
### LEVEL=n in call to make

test.tsHessian <- function()
{
## Purpose: Level 1 test of tsHessian
## ----------------------------------------------------------------------
## Arguments:
## ----------------------------------------------------------------------
## Author: David Scott, Date: 12 May 2010, 19:36

## Consider Hessian of log(1 + x + 2y)
## Example from Lang: A Second Course in Calculus, p.74
fun <- function(param){
x <- param[1]
y <- param[2]
return(log(1 + x + 2*y))
}

## True value of Hessian
trueHessian <- matrix( c(-1,-2,
-2,-4), byrow = 2, nrow = 2)

## Value from tsHessian
approxHessian <- tsHessian(c(0,0), fun = fun)
maxDiff <- max(abs(trueHessian - approxHessian))
checkTrue(maxDiff < 0.1)

return()
}
```

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DistributionUtils documentation built on May 2, 2019, 4:46 p.m.