Numerical evaluation of the hessian of a function using numDeriv::hessian
We perform a quick check about the expected runtime and adjust the precision accordingly.
.hessian(f, x, seconds.warning = 60, default.r = 6, min.r = 2, ...)
f |
function to compute Hessian for |
x |
location to evaluate Hessian at |
seconds.warning |
time threshold in seconds to trigger message and reduce the number of iterations for Richardson extrapolation of numDeriv::hessian |
default.r |
default number of iterations (high-precicion recommendation of numDeriv) |
min.r |
minial number of iteration, must be at least 2, |
... |
further arguments passed to method.args of numDeriv::hessian |
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