search for: 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 of the parameters. Is there somethi...

...-likelihood or ... Rather than get it wrong I am sending a copy of this reply to the list where many of the readers will be able to answer you more reliably than I can. On Tue, Jan 22, 2013 at 1:22 PM, Marcos Coque Jr <mcoquejr@yahoo.com.br>wrote: > Dear Bates, > > I am using the fdHess function for R language. > And I have a question. > > What is the relationship with the Hessian and Fisher Information in your > function? > Because I think that Fisher Information=-Hessian, but I found the oposite > in your function. > Maybe I be something wrong... > > T...

Dear R users, I am running a maximum likelihood model with optim. I chose the simulated annealing method (method="SANN"). SANN is not performing bad, but I guess it would be much more effecive if I could set the `parscale' parameter. The help sais: `parscale' A vector of scaling values for the parameters. Optimization is performed on `par/parscale' and these

Hi, i have made a code for optimizing a function using "constrOptim". i need hessain matrix of the parameters. how could i get hessain matrix when i will use "constrOptim"? May i get get any help from anyone? thank you in advance. Kanak Choudhury. [[alternative HTML version deleted]]

so ... I need to calculate numerical Hessians in some package code, and fdHess() in the nlme package seems to work just fine. However: (1) minor issue -- it bugs me a little bit to require the whole package for the sake of a single function (on the other hand, nlme is pretty widespread and useful). Since nlme is GPL'd, I could just copy the fdHess function (with attri...

Dear all R users, Is there any way to calculate hessian matrix of a given function at any given point? Regards [[alternative HTML version deleted]]

Hello I am wondering, how do I find if R has a certain funciton to do a given task. do I just type help.search("rate"). I am just trying to find a function to calculate the rate of change for a variable. I could come up with one if there isn't any allready builtin. thanks

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

Hi All, a colleague wants to calculate the Fisher information matrix for a model he wrote (not in R). He can easily get the neg-log-likelihood and the best fit parameters at the minimum. He can also get negLLs for other parameter values too. Given these data, is there a way in R to calculate the Fisher information matrix? Best, Federico -- Federico C. F. Calboli Department of Epidemiology

...norm) * installing *source* package ‘fracdiff’ ... ** libs gcc -I/usr/share/R/include -fpic -std=gnu99 -O3 -pipe -g -c fdcore.c -o fdcore.o gcc -I/usr/share/R/include -fpic -std=gnu99 -O3 -pipe -g -c fdgam.c -o fdgam.o gcc -I/usr/share/R/include -fpic -std=gnu99 -O3 -pipe -g -c fdhess.c -o fdhess.o gcc -I/usr/share/R/include -fpic -std=gnu99 -O3 -pipe -g -c fdmin.c -o fdmin.o gcc -I/usr/share/R/include -fpic -std=gnu99 -O3 -pipe -g -c fdsim.c -o fdsim.o gcc -I/usr/share/R/include -fpic -std=gnu99 -O3 -pipe -g -c pmult.c -o pmult.o gcc -shared -o fracdiff.so...

...registration.o dqrsl_ registration.o dsvdc_ registration.o dtrco_ registration.o dtrsl_ registration.o wilcox_free registration.o fdhess optimize.o R_ShowFiles platform.o gzgetc connections.o gzopen connections.o gzread connections.o gzseek connections.o gztell...

...registration.o dqrsl_ registration.o dsvdc_ registration.o dtrco_ registration.o dtrsl_ registration.o wilcox_free registration.o fdhess optimize.o R_ShowFiles platform.o gzgetc connections.o gzopen connections.o gzread connections.o gzseek connections.o gztell...

...a_ registration.o dpbsl_ registration.o dpoco_ registration.o dpodi_ registration.o dpofa_ registration.o dposl_ registration.o dqrdc_ registration.o dqrls_ registration.o dqrsl_ registration.o dsvdc_ registration.o dtrco_ registration.o dtrsl_ registration.o wilcox_free registration.o fdhess optimize.o R_ShowFiles platform.o gzgetc connections.o gzopen connections.o gzread connections.o gzseek connections.o gztell connections.o BZ2_bzReadOpen connections.o R_zeroin optimize.o ptr_R_savehistory ../unix/libunix.a(stubs.o) loglin registration.o lowess registration.o machar pla...

...registration.o dqrsl_ registration.o dsvdc_ registration.o dtrco_ registration.o dtrsl_ registration.o wilcox_free registration.o fdhess optimize.o R_ShowFiles platform.o gzgetc connections.o gzopen connections.o gzread connections.o gzseek connections.o gztell...

...g -O2 -I../include -c machar.c gcc -g -O2 -I../include -c massdist.c gcc -g -O2 -I../include -c pretty.c gcc -g -O2 -I../include -c splines.c gcc -g -O2 -I../include -c stem.c gcc -g -O2 -I../include -c strsignif.c gcc -g -O2 -I../include -c tabulate.c f77 -c uncmin.f -o uncmin.o uncmin.f: fdhess: bakslv: chlhsn: choldc: d1fcn: d2fcn: dfault: dogdrv: dogstp: forslv: fstocd: fstofd: grdchk: heschk: hookdr: hookst: hsnint: lltslv: lnsrch: mvml...

...ssful for file dtrco.f. ** dtrsl === End of Compilation 1 === 1501-510 Compilation successful for file dtrsl.f. ** fmin === End of Compilation 1 === 1501-510 Compilation successful for file fmin.f. ** lminfl === End of Compilation 1 === 1501-510 Compilation successful for file lminfl.f. ** fdhess === End of Compilation 1 === ** baksol === End of Compilation 2 === ** chlhsn === End of Compilation 3 === ** choldc === End of Compilation 4 === ** d1fcn === End of Compilation 5 === ** d2fcn === End of Compilation 6 === ** dfault === End of Compilation 7 === ** dogdrv === End of C...

...ssful for file dtrco.f. ** dtrsl === End of Compilation 1 === 1501-510 Compilation successful for file dtrsl.f. ** fmin === End of Compilation 1 === 1501-510 Compilation successful for file fmin.f. ** lminfl === End of Compilation 1 === 1501-510 Compilation successful for file lminfl.f. ** fdhess === End of Compilation 1 === ** baksol === End of Compilation 2 === ** chlhsn === End of Compilation 3 === ** choldc === End of Compilation 4 === ** d1fcn === End of Compilation 5 === ** d2fcn === End of Compilation 6 === ** dfault === End of Compilation 7 === ** dogdrv === End of C...