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Issue recovering inverse Hessian from minimize() #116

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rickecon opened this issue Jan 31, 2017 · 0 comments
Open

Issue recovering inverse Hessian from minimize() #116

rickecon opened this issue Jan 31, 2017 · 0 comments

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@rickecon
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rickecon commented Jan 31, 2017

This issue is curated at rickecon/StructEst_W17#26. There are two problems that come up when trying to recover the inverse Hessian matrix from a minimize() function call.

  1. Only one of the three constrained minimizer methods ('L-BFGS-B') return the inverse Hessian.
  2. Sometimes, the 'L-BFGS-B' method returns the inverse Hessian as a , where K is the number of parameters being estimated.
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