[R] hessian matrix in arima

[Prof Brian Ripley]

On Thu, 4 Oct 2007, Di Wang wrote:

> Hi,
>
> I am working or arima.
>
> I think arima uses non-linear optimisation for parameter optimisation. The
> standard error for parameters are computed from hessian matrix. When I use
> arima model, how can I see the finial hessian got from non-linear
> optimisation (BFGS for example).

By stepping through the code: it is not stored in the object returned.


>
> Any help is appreciated.
>
>
>
> Many thanks.
>
> Di
>
>
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>
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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