[R] Zero rows/cols in the hessian matrix

[Timur Elzhov]

On Mon, Feb 10, 2003 at 05:25:33PM +0100, Ott Toomet wrote:

> ind <- c(1, 3) # indices you need
> varcov <- matrix(0, 4, 4)
> varcovar[ind,ind] <- solve(hessian[ind,ind])
> 
> I.e. invert only parameter-depending part of the hessian and put it
> into the corresponding elements in the full varcovar matrix (if you
> need that).
> 
> Be sure how your fitting algorithm handles constant parameters!
Yes, that's low-level `minpack' library, and I wrote the interface
between them and R in C by myself (with help of r-help people ;),
so that's zero columns are not surprise.

Thank you very much! ;-)


--
WBR,
Timur