Dear all,
I am trying to minimize a function with 3 parameters using nlm. I have worked
out the 2nd derivatives (incl the cross-product terms) and would like to supply
them to nlm for evaluation. What I am not sure about is how to set up the
Hessian matrix for nlm. That is,
attr(lhat, "hessian") <- c(???)
Do I have to enter all 9 of the entries or just the lower triangle of the
matrix? I have not been able to find the documentation in relationship to this.
Many thanks for any tips in advance.
Edmond
