ChenYen wrote:
Dear All,
I am trying to find MLE by using OPTIM function.
Difficult in differentiating some parameter in my objective function, I
would like to use the returned hessian matrix to yield an estimate of
Fisher's Information matrix.
My question: Since the hessian is calculated
Dear All,
I am trying to find MLE by using OPTIM function.
Difficult in differentiating some parameter in my objective function, I
would like to use the returned hessian matrix to yield an estimate of
Fisher's Information matrix.
My question: Since the hessian is calculated by numerical