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ProportionalHazardsGetHessian Method
Returns the inverse of the Hessian of the negative of the log-likelihood, computed at the initial estimates.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
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public virtual double[,] GetHessian()

Return Value

Type: Double
A double matrix containing the inverse of the Hessian of the negative of the log-likelihood, computed at the initial estimates.
Exceptions
ExceptionCondition
ClassificationVariableLimitExceptionis thrown if the classification variable limit set by the user through the MaxClass property has been exceeded.
Remarks

Note that the HessianOption property must set to true and the SetInitialEstimates method must be invoked prior to invoking this method. Otherwise, the method throws an InvalidOperationException exception.

See Also