sparseHessianFD (

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Numerical Estimation of Sparse Hessians.

Estimates Hessian of a scalar-valued function, and returns it in a sparse Matrix format. The sparsity pattern must be known in advance. The algorithm is especially efficient for hierarchical models with a large number of heterogeneous units. See Braun, M. (2017) .

Maintainer: Michael Braun
Author(s): Michael Braun [aut, cre, cph]

License: MPL (== 2.0)

Uses: Matrix, Rcpp, numDeriv, xtable, testthat, scales, knitr, dplyr
Reverse suggests: trustOptim

Released 12 months ago.

9 previous versions



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