nserdar <snes1982 <at> hotmail.com> writes:
>
>
> I need a "Hessian" matrix in "nlmnib" package to
discuss whether parameters
> are significant or not.
>
> Please let me know how to obtain hessian matrix and how to evaluate the
> significancy of parameters.
>
You can get a finite-difference approximation to the hessian
by using the hessian() function (surprisingly enough) in the
numDeriv package.
You haven't given enough detail about your problem, but you may
want to consider using the mle2() function in the bbmle package, which
will allow you to use nlminb as your optimizer but provides a wrapper
that computes significance tests (against the null hypothesis that
individual parameters are zero).