mxComputeHessianQuality {OpenMx} | R Documentation |
Tests whether the Hessian is positive definite (model$output$infoDefinite) and, if so, computes the condition number (model$output$conditionNumber). See Luenberger & Ye (2008) Second Order Test (p. 190) and Condition Number (p. 239).
mxComputeHessianQuality(freeSet = NA_character_)
freeSet |
names of matrices containing free variables |
Luenberger, D. G. & Ye, Y. (2008). Linear and nonlinear programming. Springer.