hessian {corncob} | R Documentation |
Compute Hessian matrix at the MLE
Description
Compute Hessian matrix at the MLE
Usage
hessian(mod, numerical = FALSE)
Arguments
mod |
an object of class |
numerical |
Boolean. Defaults to |
Value
Hessian matrix at the MLE. In this setting, it's hard to compute expectations to calculate the information matrix,
so we return the consistent estimate using sample moments:
evaluated at
.
Examples
data(soil_phylum_small_otu1)
mod <- bbdml(formula = cbind(W, M - W) ~ DayAmdmt,
phi.formula = ~ DayAmdmt,
data = soil_phylum_small_otu1)
hessian(mod)
[Package corncob version 0.4.1 Index]