mxComputeHessianQuality {OpenMx}R Documentation

Compute the quality of the Hessian

Description

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).

Usage

mxComputeHessianQuality(freeSet = NA_character_)

Arguments

freeSet

names of matrices containing free variables

References

Luenberger, D. G. & Ye, Y. (2008). Linear and nonlinear programming. Springer.


[Package OpenMx version 2.2.4 Index]