Sorry... it is already stated in the help, at the hessian section:
hessian
Only if argument hessian is true. A symmetric matrix giving an estimate
of the Hessian at the solution found. Note that this is the Hessian of
the unconstrained problem even if the box constraints are active.
So no problem...
Marc
Le 23/08/2020 ?? 11:19, Marc Girondot via R-help a ??crit??:
Dear members,
I fought for several days against an error I was getting with optim in
L-BFGS-B. The error was produced because some parameters were outside
the limits defined by upper and lower.
After investigation, the error is not produced during the optimization
itself but during the calculation of the Hessian matrix which does not
take into account the upper and lower bounds.
It would be nice if this was stated in the optim help within the
L-BFGS-B method section.
Marc Girondot
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and provide commented, minimal, self-contained, reproducible code.
