.hess_to_cov {flexsurv} | R Documentation |
helper function to safely convert a Hessian matrix to covariance matrix
Description
helper function to safely convert a Hessian matrix to covariance matrix
Usage
.hess_to_cov(hessian, tol.solve = 1e-09, tol.evalues = 1e-05, ...)
Arguments
hessian |
hessian matrix to convert to covariance matrix (must be evaluated at MLE) |
tol.solve |
tolerance used for solve() |
tol.evalues |
accepted tolerance for negative eigenvalues of the covariance matrix |
... |
arguments passed to Matrix::nearPD |
[Package flexsurv version 2.3 Index]