Message-ID: <4990E841.7020405@csse.unimelb.edu.au>
Date: 2009-02-10T02:36:49Z
From: Gad Abraham
Subject: Hessian?
In-Reply-To: <20090207191730.ZA20Q.252406.root@mp15>
rkevinburton at charter.net wrote:
> I am new to 'R' and also new to the concept of a 'Hessian' with non-linear optimization. I would like to avoid going through all of the reference articles given with ?optim as access to a library is not handy. Would someone be able to elighten me on what is in the Hessian matrix if 'hessian = TRUE' with optim? The documentation indicates that this is a numerically differentiated Hessian. So I am assuming that some small delta is chosen. How is the delta chosen ?
>
how about http://en.wikipedia.org/wiki/Hessian_matrix ?
--
Gad Abraham
Dept. CSSE and NICTA
The University of Melbourne
Parkville 3010, Victoria, Australia
email: gabraham at csse.unimelb.edu.au
web: http://www.csse.unimelb.edu.au/~gabraham