gabraham at csse.unimelb.edu.au
Tue Feb 10 03:36:49 CET 2009
rkevinburton at charter.net wrote:
> I am new to 'R' and also new to the concept of a 'Hessian' with non-linear optimization. I would like to avoid going through all of the reference articles given with ?optim as access to a library is not handy. Would someone be able to elighten me on what is in the Hessian matrix if 'hessian = TRUE' with optim? The documentation indicates that this is a numerically differentiated Hessian. So I am assuming that some small delta is chosen. How is the delta chosen ?
how about http://en.wikipedia.org/wiki/Hessian_matrix ?
Dept. CSSE and NICTA
The University of Melbourne
Parkville 3010, Victoria, Australia
email: gabraham at csse.unimelb.edu.au
More information about the R-help