Hi, Hessian for a consttarined problem can be tricky, when the converged parameter vector lies on the boundary, i.e. when one or more of the constraints are active at convergence. This can be handled by reparametrization when the constraints are linear, but is difficult otherwise.
Ravi. -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Roland Rau Sent: Tuesday, August 19, 2008 11:51 AM To: Kanak Choudhury Cc: r-help@r-project.org Subject: Re: [R] how can i get hessian matrix at "constrOptim" Hi, Kanak Choudhury wrote: > Hi, > i have made a code for optimizing a function using "constrOptim". i > need hessain matrix of the parameters. how could i get hessain matrix > when i will use "constrOptim"? May i get get any help from anyone? > the function fdHess from package 'nlme' can help you? library(nlme) ?fdHess I hope this helps, Roland ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
