hes_random_obj¶

Compute the Hessian of The Random Effects Objective¶

Syntax¶

hes_random_obj_rcv = mixed_object . hes_random_obj (
      fixed_vec , random_vec
)

Prototype¶

CppAD::mixed::d_sparse_rcv cppad_mixed::hes_random_obj(
   const d_vector& fixed_vec            ,
   const d_vector& random_vec           )

Purpose¶

Compute the Hessian of the Random Effects Objective ; i.e., \(f_{u,u} ( \theta , u )\). There are no absolute value terms in the Negative Log-Density Vector for the ran_likelihood .

mixed_object¶

We use 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 \(\theta\) at which the Hessian is evaluated.

random_vec¶

is the vector of random effects \(u\) at which the Hessian is evaluated.

hes_random_obj_rcv¶

The return value is a d_sparse_rcv representation of the lower triangle of the Hessian. (The Hessian is symmetric and hence determined by its lower triangle.)

Example¶

The file hes_random_obj.cpp contains an example and test of this routine. It returns true for success and false for failure.