ev.trawl (version 0.1.0)

HessianF: Computes Hessian matrix of a $C^2$ function given parameters and offset value epsilon

Description

Computes Hessian matrix of a $C^2$ function given parameters and offset value epsilon

Usage

HessianF(f, params, epsilon = 1e-06)

Arguments

f

R function taking only a vector of parameter as input.

params

Vector of parameters.

epsilon

Offset value for all components.

Value

Hessian matrix of function f at parameters params with offset epsilon.