R: helper function to safely convert a Hessian matrix to...

.hess_to_cov {flexsurv} | R Documentation

## helper function to safely convert a Hessian matrix to covariance matrix

### Description

helper function to safely convert a Hessian matrix to covariance matrix

### Usage

    .hess_to_cov(hessian, tol.solve = 1e-09, tol.evalues = 1e-05, ...)

### Arguments

`hessian` | hessian matrix to convert to covariance matrix (must be evaluated at MLE)
`tol.solve` | tolerance used for solve()
`tol.evalues` | accepted tolerance for negative eigenvalues of the covariance matrix
`...` | arguments passed to Matrix::nearPD

[Package flexsurv version 2.1 Index]