ChenYen wrote:
> Dear All,
> I am trying to find MLE by using "OPTIM" function.
>
> Difficult in differentiating some parameter in my objective function, I
> would like to use the returned hessian matrix to yield an estimate of
> Fisher's Information matrix.
>
> My question: Since the hessian is c
Dear All,
I am trying to find MLE by using "OPTIM" function.
Difficult in differentiating some parameter in my objective function, I
would like to use the returned hessian matrix to yield an estimate of
Fisher's Information matrix.
My question: Since the hessian is calculated by numerical differ
