[R] supplying the Hessian to "nlm"

Edmond Ng Edmond.Ng at lshtm.ac.uk
Wed May 28 18:38:15 CEST 2003

Dear all, 

I am trying to minimize a function with 3 parameters using nlm. I have worked out the 2nd derivatives (incl the cross-product terms) and would like to supply them to nlm for evaluation. What I am not sure about is how to set up the Hessian matrix for nlm. That is, 

attr(lhat, "hessian") <- c(???) 

Do I have to enter all 9 of the entries or just the lower triangle of the matrix? I have not been able to find the documentation in relationship to this. Many thanks for any tips in advance. 


More information about the R-help mailing list