Hi Tony:

Thanks for the suggestion.

Unfortunately, the result is the same.

I initialized/pre-allocated the destination array for the Hessian as

hessh = zeros(nparm,nparm)

Julia's reply from the call to

hessh = ForwardDiff.hessian(PF_RE_AR1_outer_alt, parms)

began with

ForwardDiff.HessianNumber{7,Float64,Tuple{Float64,Float64,Float64,Float64,Float64,Float64,Float64}}
ForwardDiff.HessianNumber{7,Float64,Tuple{Float64,Float64,Float64,Float64,Float64,Float64,Float64}}

followed by the ERROR: LoadError: InexactError() statement.

Jim


On Sunday, November 1, 2015 at 11:35:16 PM UTC-5, Tony Kelman wrote:
>
> You probably need to initialize the destination array with a floating 
> point, rather than integer, element type.

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