Matthieu
(regarding the final question, but not the ones before that.)
The short answer is that you seem to have a solution, since hessian in
numDeriv works. The long answer follows.
Outside a constraint area one cannot assume that a function will
evaluate properly. Some constraints are
Hi
I am trying to recover the hessian of a problem optimised with
box-constraints. The problem is that in some cases, my estimates are very
close to the boundary, which will make optim(..., hessian=TRUE) or
optimHessian() fail, as they do not follow the box-constraints, and hence
estimate the
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