R help - Feb 2009 - Hessian?

I am new to 'R' and also new to the concept of a 'Hessian' with
non-linear optimization. I would like to avoid going through all of the
reference articles given with ?optim as access to a library is not handy. Would
someone be able to elighten me on what is in the Hessian matrix if 'hessian
= TRUE' with optim? The documentation indicates that this is a numerically
differentiated Hessian. So I am assuming that some small delta is chosen. How is
the delta chosen ?

Thank you.

Kevin

rkevinburton at charter.net wrote:
> I am new to 'R' and also new to the concept of a 'Hessian'
with non-linear optimization. I would like to avoid going through all of the
reference articles given with ?optim as access to a library is not handy. Would
someone be able to elighten me on what is in the Hessian matrix if 'hessian
= TRUE' with optim? The documentation indicates that this is a numerically
differentiated Hessian. So I am assuming that some small delta is chosen. How is
the delta chosen ?
> 
how about http://en.wikipedia.org/wiki/Hessian_matrix ?

-- 
Gad Abraham
Dept. CSSE and NICTA
The University of Melbourne
Parkville 3010, Victoria, Australia
email: gabraham at csse.unimelb.edu.au
web: http://www.csse.unimelb.edu.au/~gabraham