------------------------------------------------ lines 6-65 of file: src/eigen/hes_random_obj.cpp ------------------------------------------------ {xrst_begin hes_random_obj} Compute the Hessian of The Random Effects Objective ################################################### Syntax ****** | *hes_random_obj_rcv* = *mixed_object* . ``hes_random_obj`` ( | |tab| *fixed_vec* , *random_vec* | ) Prototype ********* {xrst_literal // BEGIN_PROTOTYPE // END_PROTOTYPE } Purpose ******* Compute the Hessian of the :ref:`theory@Random Likelihood, f(theta, u)@Random Effects Objective` ; i.e., :math:`f_{u,u} ( \theta , u )`. There are no absolute value terms in the :ref:`problem@Negative Log-Density Vector` for the :ref:`ran_likelihood-name` . mixed_object ************ We use :ref:`derived_ctor@mixed_object` to denote an object of a class that is derived from the ``cppad_mixed`` base class. fixed_vec ********* is the vector of fixed effects :math:`\theta` at which the Hessian is evaluated. random_vec ********** is the vector of random effects :math:`u` at which the Hessian is evaluated. hes_random_obj_rcv ****************** The return value is a :ref:`typedef@Sparse Types@d_sparse_rcv` representation of the lower triangle of the Hessian. (The Hessian is symmetric and hence determined by its lower triangle.) {xrst_toc_hidden example/user/hes_random_obj.cpp } Example ******* The file :ref:`hes_random_obj.cpp-name` contains an example and test of this routine. It returns true for success and false for failure. {xrst_end hes_random_obj}