rvaradhan at jhmi.edu
Wed Mar 24 19:47:44 CET 2010
Try the `hessian' function in "numDeriv" package. It can produce very
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Johnson, Brian P.
Sent: Wednesday, March 24, 2010 12:14 PM
To: r-help at r-project.org
Cc: Brian Johnson
Subject: [R] vcov.nlminb
I am trying to get the variance-covariance (VCOV) matrix of the
parameter estimates produced from the nlminb minimizing function, using
vcov.nlminb, but it seems to have been expunged from the MASS library.
I also tried using the vcov function after minimizing the function with
the nlm function and that produced the following error:
Error in UseMethod("vcov") :
no applicable method for 'vcov' applied to an object of class "list"
The hessian from nlm is also producing NaNs, although the estimates
seems to be right, so I can't get the VCOV that way either. Any
potential solutions on this would be welcome.
Essentia Institute of Rural Health
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