[R] supplying the Hessian to "nlm"
Edmond.Ng at lshtm.ac.uk
Wed May 28 18:38:15 CEST 2003
I am trying to minimize a function with 3 parameters using nlm. I have worked out the 2nd derivatives (incl the cross-product terms) and would like to supply them to nlm for evaluation. What I am not sure about is how to set up the Hessian matrix for nlm. That is,
attr(lhat, "hessian") <- c(???)
Do I have to enter all 9 of the entries or just the lower triangle of the matrix? I have not been able to find the documentation in relationship to this. Many thanks for any tips in advance.
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