[R] Hessian matrix

[Prof Brian Ripley]

?deriv  can do so algebraically for some functions.

There are various packages which can do so via finite differences, e.g.
fdHess() in nlme and hessian() in numDeriv.

On Wed, 1 Nov 2006, Arun Kumar Saha wrote:

> Dear all R users,
>
> Is there any way to calculate hessian matrix of a given function at any
> given point?
>
> Regards
>
> 	[[alternative HTML version deleted]]
>
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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