[R] hessian in constrained optimization (constrOptim)

[Giovanni Petris]

See

nlme::fdHess

HTH,
Giovanni

> Date: Mon, 12 May 2008 18:18:57 +0100
> From: Carlo Fezzi <c.fezzi at uea.ac.uk>
> Sender: r-help-bounces at r-project.org
> Precedence: list
> Thread-index: Aci0VENEgf84jUE7T0mEusn0OTj4AA==
> 
> 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
> 
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> 
> 
> 

-- 

Giovanni Petris  <GPetris at uark.edu>
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris/