Evaluate the Hessian matrix of a monotone function
Evaluate the Hessian matrix of a monotone function
Evaluates the hessian or second derivative matrix of a monotone function with respect to the coefficients definingthe log-first derivative W(t) at each of a set of argument values.
monhess(x, Wfd, basislist)
Arguments
x: A numerical vector at which function and derivative are evaluated.
Wfd: A functional data object.
basislist: A list containing values of basis functions.
Returns
A three dimensional array with first dimension corresponding to argument values and second and third dimensions to number of basis functions defining W.
References
Ramsay, James O., Hooker, G. and Graves, S. (2009), Functional Data Analysis with R and Matlab, Springer, New York.
Ramsay, James O., and Silverman, Bernard W. (2005), Functional Data Analysis, 2nd ed., Springer, New York.
Ramsay, James O., and Silverman, Bernard W. (2002), Applied Functional Data Analysis, Springer, New York.