[R] vcov.nlminb

[Ravi Varadhan]

Try the `hessian' function in "numDeriv" package.  It can produce very
accurate hessians.

Ravi.

-----Original Message-----
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

Hello all,
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.

Thanks,
Brian
Essentia Institute of Rural Health
Duluth, MN
55805


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