Dear R-users, In the function constrOptim there is an option to get an approximation to the hessian of the surrogate function R at MLE by declaring hessian=TRUE in the calls to the function optim. I would like to ask if it is advisable to get an approximate hessian for the funcrion f as follows:
f''(theta)=R''(theta|theta_k)-B''(theta) where B''(theta)=mu*sum((g(theta_k)/g(theta)^2)u_i*u_i^T) denotes the second derivative of the barrier function (following the notation given by Lange (1999)) where R''(theta|theta_k) will be replaced by the approximate hessian at MLE returned by optim. Thanks in advance, Spyridoula Tsonaka Doctoral Student Biostatistical Centre Katholieke Universiteit Leuven Kapucijnenvoer 35 B-3000, Leuven Belgium Tel: +32/16/336887 Fax: +32/16/337015 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
