hessian in constrained optimization (constrOptim)

[Carlo Fezzi-2]

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: [phone]
Fax: [phone]

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[Giovanni Petris]

See

nlme::fdHess

HTH,
Giovanni

> Date: Mon, 12 May 2008 18:18:57 +0100
> From: Carlo Fezzi <c.fezzi@...>
> Sender: r-help-bounces@...
> 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: [phone]
> Fax: [phone]
>
> ______________________________________________
> R-help@... 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@...>
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: [phone], 575-8630 (fax)
http://definetti.uark.edu/~gpetris/

______________________________________________
R-help@... 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.