Hessian of a function is symetric matrix, individ function constract lower diagonal parts and store them in collumns of a matrix. Thus the only unique hessians will be given.
Usage
individ(hessian)
Arguments
hessian
Three dimentional \(n \times p \times p\) array of hessian.
Value
\(n \times (p*p+1)\) matrix of hessian values, constracted from the lower triangular of hessian.
Details
It is used in curvature function to compute the curvatures.
References
Bates, D.M., and Watts, D. G. (1980). Relative curvature measures of nonlinearity, J. R. statistic. Ser. B 42: 1-25.