getHessian {cocons}R Documentation

getHessian

Description

returns the approximate (observed) Hesian (inverse of Fisher Information Matrix)

Usage

getHessian(coco.object, ncores = parallel::detectCores() - 1, 
eps = .Machine$double.eps^(1/4))

Arguments

coco.object

(S4) a fitted coco object.

ncores

(integer) number of cores used for the computation.

eps

(numeric) ...

Value

(numeric matrix) a symmetric matrix pxp of the approximated (observed) Hessian

Author(s)

Federico Blasi


[Package cocons version 0.1.2 Index]