hessian {dfdr}R Documentation

Compute the Hessian-function of a function.

Description

Creates a function that computes the second-order derivatives of a function with respect to each pair of parameters and return a vector of these.

Usage

hessian(f, use_names = FALSE, ...)

Arguments

f

A function

use_names

Should the gradient add variable names to the output of the function?

...

The variable names for which gradients should be calculated

Value

A function that computes the gradient of f at any point.

Examples

f <- function(x, y) x**2 + y**2
h <- hessian(f, FALSE, x, y)
h(0, 0)

[Package dfdr version 0.2.0 Index]