Evaluating the Hessian

posts related to the RMark library, which may not be of general interest to users of 'classic' MARK

Evaluating the Hessian

Postby tam10 » Wed Sep 15, 2010 4:17 pm

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
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Re: Evaluating the Hessian

Postby jlaake » Wed Sep 15, 2010 5:01 pm

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
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