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Replace 'eval' for more efficient code
I'm trying to simulate some results by conditioning on different sets of variables i.e. the power set of the covariates. In orde...
10년 초과 전 | 답변 수: 2 | 0
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Standard errors from hessian using fminunc/fmincon
I'm optimizing a gaussian likelihood and using the hessian output from fminunc/fmincon to find standard errors. While this works...
10년 초과 전 | 답변 수: 2 | 0
2
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How to calculate numerical Hessian for a multivariate Gaussian likelihood with non-linear constraints on the covariance matrix?
I'm trying to calculate standard errors for coefficient estimates in a multivariate likelihood where constraints involve covaria...
10년 초과 전 | 답변 수: 0 | 0
