[R] how can i get hessian matrix at "constrOptim"

Roland Rau roland.rproject at gmail.com
Tue Aug 19 17:51:15 CEST 2008


Hi,

Kanak Choudhury wrote:
> Hi,
> i have made a code for optimizing a function using "constrOptim". i need
> hessain matrix of the parameters. how could i get hessain matrix when i will
> use "constrOptim"? May i get get any help from anyone?
> 

the function fdHess from package 'nlme' can help you?

library(nlme)
?fdHess

I hope this helps,
Roland



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