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Evaluating the Hessian

PostPosted: Wed Sep 15, 2010 4:17 pm
by tam10
Hi, is it possible to retrieve the Hessian from the output in RMark? I'm running simulations and would like to simply evaluate whether the Hessian is positive definite.

many thanks!
Tom

Re: Evaluating the Hessian

PostPosted: Wed Sep 15, 2010 5:01 pm
by jlaake
The beta var-cov matrix (inverse of hessian) is stored under results. Here is an example

data(dipper)
mod=mark(dipper)
mod$results$beta.vcv
# hessian
solve(mod$results$beta.vcv)

--jeff