Re: [R] hessian in solnp

lo Giovanni via R-help" Cc: "Carlo Giovanni Camarda" Envoyé: Jeudi 28 Avril 2022 06:30:00 Objet: Re: [R] hessian in solnp В Thu, 28 Apr 2022 00:16:05 +0200 (CEST) CAMARDA Carlo Giovanni via R-help пишет: > when a constraint is added, hessian matrix is obviously

[R] hessian in solnp

In the commented snippet below, a behavior of the solnp() I cannot fully explain: when a constraint is added, hessian matrix is obviously changing, but in a way I don't understand. I know that the model below could be estimated differently and in a much efficient way. However I wanted to pres