fleish_Hessian {SimMultiCorrData} | R Documentation |
Fleishman's Third-Order Transformation Hessian Calculation for Lower Boundary of Standardized Kurtosis in Asymmetric Distributions
Description
This function gives the second-order conditions necessary to verify that a kurtosis is a global minimum. A kurtosis solution from
fleish_skurt_check
is a global minimum if and only if the determinant of the bordered Hessian, , is
less than zero (see Headrick & Sawilowsky, 2002, doi: 10.3102/10769986025004417), where
Here, is the Fleishman Transformation Lagrangean expression
(see
fleish_skurt_check
). Headrick & Sawilowsky (2002) gave equations for the second-order derivatives
,
, and
. These were verified and
and
were calculated
using
D
(see deriv
). This function would not ordinarily be called by the user.
Usage
fleish_Hessian(c)
Arguments
c |
a vector of constants c1, c3, lambda |
Value
A list with components:
Hessian
the Hessian matrix H
H_det
the determinant of H
References
Please see references for fleish_skurt_check
.
See Also
fleish_skurt_check
, calc_lower_skurt