Hessian matrix
This is a set of functions that support the censored bivariate normal model.
seHessian(a, hessian = FALSE, silent = FALSE)
a
: The hessian matrix.hessian
: If True
, hessian matrix is used.silent
: Condition of matrix.The standard error from hessian matrix
hessian<-matrix(c(37.45965, 83.0686,83.06863,188.92427),2,2) seHessian(hessian) # calculates the standard error