mxComputeHessianQuality: Compute the quality of the Hessian
Description
Tests whether the Hessian is positive definite
(model$output$infoDefinite) and, if so, computes the condition
number (model$output$conditionNumber). See Luenberger & Ye (2008)
Second Order Test (p. 190) and Condition Number (p. 239).
Usage
mxComputeHessianQuality(freeSet = NA_character_)
Arguments
freeSet
names of matrices containing free variables
References
Luenberger, D. G. & Ye, Y. (2008). Linear and nonlinear programming. Springer.