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qbrms (version 1.0.1)

.regularize_hessian: Regularize Hessian Matrix for Numerical Stability

Description

Regularize Hessian Matrix for Numerical Stability

Usage

.regularize_hessian(H, par, verbose = TRUE)

Value

Regularized covariance matrix

Arguments

H

Raw Hessian matrix

par

Parameter vector

verbose

Logical; print progress