CategoricalGenLinModel.Hessian Property

CategoricalGenLinModelHessian Property

The Hessian computed at the initial parameter estimates.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public virtual double[,] Hessian { get; }

Public Overridable ReadOnly Property Hessian As Double(,)
	Get

public:
virtual property array<double,2>^ Hessian {
	array<double,2>^ get ();
}

abstract Hessian : float[,] with get
override Hessian : float[,] with get

Property Value

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

Exceptions

Exception	Condition
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
RankDeficientException	is thrown if the model has been determined to be rank deficient

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.

Reference

CategoricalGenLinModel Class

Imsl.Stat Namespace