[R] Hessian from optim()

Thomas Lumley tlumley at u.washington.edu
Tue Mar 21 18:29:04 CET 2006

On Tue, 21 Mar 2006, Ingmar Visser wrote:
> The optim help page says:
> hessian     Logical. Should a numerically differentiated Hessian matrix be
> returned?
> I interpret this as providing a finite differences approximation of the
> Hessian (possibly based on exact gradients?). Is that the case or is it a
> Hessian that results from the optimization process?

Yes, when it says "numerically differentiated" it means numerically 
differentiated.  It uses finite differences of the gradient (the analytic 
gradient if that was supplied, otherwise a finite difference 


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