[R] hessian in constrained optimization (constrOptim)

From: Carlo Fezzi <c.fezzi_at_uea.ac.uk>
Date: Mon, 12 May 2008 18:18:57 +0100

Dear helpers,

I am using the function "constrOptim" to estimate a model with ML with an inequality constraint using the option method='Nelder-Mead'.

When I specify the option: hessian = TRUE I obtain the response:

Error in f(theta, ...) : unused argument(s) (hessian = TRUE)

I guess the function "constrOptim" does not allow this argument which, on the other hand, is allowed in "optim".

I would be extremely grateful if anybody could suggest a way I could use to I obtain the values of the hessian matrix...

Many thanks,


Carlo Fezzi
Senior Research Associate
Centre for Social Research on the Global Environment (CSERGE) Department of Environmental Sciences
University of East Anglia
Norwich (UK) NR2 7TJ
Telephone: +44(0)1603 591408
Fax: +44(0)1603 593739

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