Displaying 1 result from an estimated 1 matches for "do_optimhess".
2004 Jul 03
0
do_optimhess vs. fdHess ...
Quick question:
poking around and comparing the performance of do_optimhess
(C code within optim.c) and fdHess (in the nlme package), it looks
like do_optimhess evaluates an n-parameter function (2*n)^2 times,
while fdHess evaluates it (n+1)*(n+2)/2 times, to find a
numeric estimate of the Hessian -- and only (n^2+1) of do_optimhess's
evaluations are for unique values...