getModHess {cocons} | R Documentation |
Retrieves the modified inverse of the hessian
Description
Based on the inverse of the Hessian (based on the difference parameterization for the std.dev and scale parameters), retrieves the modified inverse of the hessian (i.e. std.dev and scale).
Usage
getModHess(coco.object, inv.hess)
Arguments
coco.object |
|
inv.hess |
|
Value
(numeric matrix
) the modified inverse of the hessian matrix
Author(s)
Federico Blasi
[Package cocons version 0.1.4 Index]