apollo_makeHessian function

Creates hessian function.

Creates hessian function from the likelihood function apollo_probabilities provided by the user. Returns NULL if the creation of gradient function fails.

apollo_makeHessian(apollo_beta, apollo_fixed, apollo_logLike)

Arguments

• apollo_beta: Named numeric vector. Names and values for (all) parameters.

• apollo_fixed: Character vector. Names (as defined in apollo_beta) of parameters whose value should not change during estimation.

• apollo_logLike: Function to calculate the log-likelihood of the model, as created by apollo_makeLogLike

  If provided, the value of the analytical gradient will be compared to the value of the numerical gradient as calculated using apollo_logLike and the numDeriv package. If the difference between the two is bigger than 1

  that the analytical gradient is wrong and NULL will be returned.

Returns

apollo_hessian function. It receives a single argument called b, which are the variable parameters (i.e. must not include fixed parameters).

Details

Internal use only. Called by apollo_estimate before estimation. The returned function can be single-threaded or multi-threaded based on the model options.