R help - May 2008 - hessian in constrained optimization (constrOptim)

Dear helpers,

I am using the function "constrOptim" to estimate a model with ML with
an
inequality constraint using the option method='Nelder-Mead'.

When I specify the option: hessian = TRUE I obtain the response:

Error in f(theta, ...) : unused argument(s) (hessian = TRUE)

I guess the function "constrOptim" does not allow this argument which,
on
the other hand, is allowed in "optim".

I would be extremely grateful if anybody could suggest a way I could use to
I obtain the values of the hessian matrix...

Many thanks,

Carlo


**************************************************
Carlo Fezzi
Senior Research Associate
Centre for Social Research on the Global Environment (CSERGE)
Department of Environmental Sciences
University of East Anglia
Norwich (UK) NR2 7TJ 
Telephone: +44(0)1603?591408
Fax: +44(0)1603 593739

See

nlme::fdHess

HTH,
Giovanni
> Date: Mon, 12 May 2008 18:18:57 +0100
> From: Carlo Fezzi <c.fezzi at uea.ac.uk>
> Sender: r-help-bounces at r-project.org
> Precedence: list
> Thread-index: Aci0VENEgf84jUE7T0mEusn0OTj4AA=> 
> Dear helpers,
> 
> I am using the function "constrOptim" to estimate a model with ML
with an
> inequality constraint using the option method='Nelder-Mead'.
> 
> When I specify the option: hessian = TRUE I obtain the response:
> 
> Error in f(theta, ...) : unused argument(s) (hessian = TRUE)
> 
> I guess the function "constrOptim" does not allow this argument
which, on
> the other hand, is allowed in "optim".
> 
> I would be extremely grateful if anybody could suggest a way I could use to
> I obtain the values of the hessian matrix...
> 
> Many thanks,
> 
> Carlo
> 
> 
> **************************************************
> Carlo Fezzi
> Senior Research Associate
> Centre for Social Research on the Global Environment (CSERGE)
> Department of Environmental Sciences
> University of East Anglia
> Norwich (UK) NR2 7TJ 
> Telephone: +44(0)1603?591408
> Fax: +44(0)1603 593739
> 
> ______________________________________________
> 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.
> 
> 
> 
-- 

Giovanni Petris  <GPetris at uark.edu>
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris/