wrappers_hessian {gasmodel}

Wrappers for Hessian Functions

Description

Wrappers of common R Hessian functions. Their purpose is to be passed as the hessian_function argument in the gas() function.

Usage

wrapper_hessian_stats(obj_fun, theta_optim, est_details, ...)

wrapper_hessian_pracma(obj_fun, theta_optim, est_details, ...)

wrapper_hessian_numderiv(obj_fun, theta_optim, est_details, ...)

Arguments

obj_fun

An objective function.

theta_optim

A numeric vector of the optimal values of the variables.

est_details

A list of variables used for estimation.

...

Additional arguments to be passed to the Hessian function.

Value

A list with components:

status_hessian

The status of the Hessian computation.

theta_hessian

The Hessian matrix.

Functions

• wrapper_hessian_stats(): Wrapper for Hessian function stats::optimHess().

• wrapper_hessian_pracma(): Wrapper for Hessian function pracma::hessian().

• wrapper_hessian_numderiv(): Wrapper for Hessian function numDeriv::hessian().

See Also

gas() wrappers_optim wrappers_parallel