On Thu, 4 Oct 2007, Di Wang wrote:
> Hi,
>
> I am working or arima.
>
> I think arima uses non-linear optimisation for parameter optimisation. The
> standard error for parameters are computed from hessian matrix. When I use
> arima model, how can I see the finial hessian got from non-linear
> optimisation (BFGS for example).
By stepping through the code: it is not stored in the object returned.
>
> Any help is appreciated.
>
>
>
> Many thanks.
>
> Di
>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595