Approximate the diagonal of the hessian by finite differences
dMod_approxHessian.RdThe function is used to build a crude approximation to VCOV.
dMod_approxHessian(objfn, pars, h = 1e-04, diag = TRUE, ...)
Arguments
| objfn | dMod objective function |
|---|---|
| pars | named parameter vector |
| h | stepsize of finite steps |
| diag | compute only diagonal. Must be TRUE. The case diag = FALSE might be implemented in the future. |
| ... | other arguments being passed to the objective function |
Value
Hessian matrix