[R] hessian in constrained optimization (constrOptim)
Carlo Fezzi
c.fezzi at uea.ac.uk
Mon May 12 19:18:57 CEST 2008
Dear helpers,
I am using the function "constrOptim" to estimate a model with ML with an
inequality constraint using the option method='Nelder-Mead'.
When I specify the option: hessian = TRUE I obtain the response:
Error in f(theta, ...) : unused argument(s) (hessian = TRUE)
I guess the function "constrOptim" does not allow this argument which, on
the other hand, is allowed in "optim".
I would be extremely grateful if anybody could suggest a way I could use to
I obtain the values of the hessian matrix...
Many thanks,
Carlo
**************************************************
Carlo Fezzi
Senior Research Associate
Centre for Social Research on the Global Environment (CSERGE)
Department of Environmental Sciences
University of East Anglia
Norwich (UK) NR2 7TJ
Telephone: +44(0)1603 591408
Fax: +44(0)1603 593739
More information about the R-help
mailing list