rcpp_quasi_calc function

Compute quasi Hessian

Compute quasi Hessian

rcpp_quasi_calc(I, s, y, H)

Arguments

  • I: identity matrix.
  • s: s vector.
  • y: y vector.
  • H: previous Hessian.
  • Maintainer: Ross Jacobucci
  • License: GPL (>= 2)
  • Last published: 2023-06-02