getModHess {cocons}R Documentation

Retrieves the modified inverse of the hessian

Description

Based on the inverse of the Hessian (based on the difference parameterization for the std.dev and scale parameters), retrieves the modified inverse of the hessian (i.e. std.dev and scale).

Usage

getModHess(coco.object, inv.hess)

Arguments

coco.object

(S4) a fitted coco S4 object.

inv.hess

(matrix) Inverse of the Hessian.

Value

(numeric matrix) the modified inverse of the hessian matrix

Author(s)

Federico Blasi


[Package cocons version 0.1.2 Index]