CLVTools (version 0.12.0)

hessian: Calculate hessian for a fitted model

Description

Calculate a numerical approximation to the Hessian matrix at the final estimated parameters using numDeriv::hessian.

Usage

# S3 method for clv.fitted
hessian(object, method.args = list())
hessian(object, ...)
# S4 method for clv.fitted
hessian(object, method.args = list())

Value

The hessian matrix, with column and row names set to the parameter names used to call the LL.

Arguments

object

Fitted model

method.args

List of options forwarded to the numerical approximation method. See numDeriv::hessian.

...

Ignored