Message-ID: <sed4f410.025@s-webmail.lshtm.ac.uk>
Date: 2003-05-28T16:38:15Z
From: Edmond Ng
Subject: supplying the Hessian to "nlm"
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.
Edmond