[R] Optim and hessian

The technical issue of this query has been answered by Ravi Varadhan (essentially use numDeriv on the final parameter set to get the hessian). This msg is about getting feedback to those of us trying to improve optimization capabilities. Ravi and I, among others, are working on a substitute p

Re: [R] Optim and hessian

oun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Marcel Rodrigues Lopes Sent: Wednesday, April 29, 2009 10:42 AM To: r-help@r-project.org Subject: [R] Optim and hessian Hi, my name is Marcel R. Lopes. My problem is, I made a code to calculate the estimates of a Cox model wit

[R] Optim and hessian

Hi, my name is Marcel R. Lopes. My problem is, I made a code to calculate the estimates of a Cox model with random effects. Used to optimize the R command for this. The estimates were calculated correctly, but the Hessian matrix does not have good values. The same thing was done in SAS and gave go