IMSL C# Numerical Library

CategoricalGenLinModel.Hessian Property

The Hessian computed at the initial parameter estimates.

public virtual double[,] Hessian {get;}

Property Value

A double matrix containing the Hessian computed at the input parameter estimates.

Remarks

The Hessian matrix is nCoef by nCoef where nCoef is the number of coefficients in the model. This member function will call Solve to get the Hessian if the Hessian has not already been computed.

Exceptions

Exception TypeCondition
ClassificationVariableException is thrown when the number of values taken by each classification variable has been set by the user to be less than or equal to 1
ClassificationVariableLimitException is thrown when the sum of the number of distinct values taken on by each classification variable exceeds the maximum allowed, UpperBound
DeleteObservationsException is thrown if the number of observations to be deleted has grown too large

See Also

CategoricalGenLinModel Class | Imsl.Stat Namespace