Message-ID: <20090207191730.ZA20Q.252406.root@mp15>
Date: 2009-02-08T00:17:30Z
From: rkevinburton at charter.net
Subject: Hessian?
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 ?
Thank you.
Kevin