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documentation on mxOptions and @output

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carey's picture
Joined: 10/19/2009 - 15:38
documentation on mxOptions and @output

is there internal documentation on the effects of mxOptions and resultant quantities in the @output slots of an MxModel object?

specific problem involves the elements of ...@output$hessianCholesky and ...@output$hessian. for the simple problem i outlined in "summary(mxRun(myMxModel)) gives strange results" i get identical results using all mxOptions defaults and using
this <- mxOption(this, "Hessian", "No"). that is, both ...@output$hessianCholesky and ...@output$hessian give identical results.

there could be a very good reason for this, but on the other hand, it could reflect a bug/documentation error. specifically, does ...@output$hessianCholesky contain a Cholesky factorization of a numerically-differentiated estimate of the Hessian or does it contain the most recent update from, say, a BFGS algorithm? similarly, is ...@output$hessian the estimate from updated Cholesky factors or is it the result of a direct call to numerically estimate the Hessian?

neale's picture
Joined: 07/31/2009 - 15:14
It should be whatever is

It should be whatever is returned by NPSOL. Neither direct calling nor use of other algorithms, nor algebraic computation is used to compute the Hessian.

I think the NPSOL output presently ends up in a fort.7 file; this is under reconstruction.

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