The function "hessian" in the "numDeriv" package can be useful. It is based
on Richardson extrapolation, and although it involves more computational
effort (depending on the order of the extrapolation), it will provide highly
From: [hidden email] [mailto:[hidden email]] On Behalf Of Prof Brian Ripley
Sent: Wednesday, November 01, 2006 3:13 AM
To: Arun Kumar Saha
Cc: [hidden email] Subject: Re: [R] Hessian matrix
?deriv can do so algebraically for some functions.
There are various packages which can do so via finite differences, e.g.
fdHess() in nlme and hessian() in numDeriv.
On Wed, 1 Nov 2006, Arun Kumar Saha wrote:
> Dear all R users,
> Is there any way to calculate hessian matrix of a given function at any
> given point?
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