OpenMx: mxComputeHessianQuality – R documentation

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mxComputeHessianQuality

Compute the quality of the Hessian

Description

Tests whether the Hessian is positive definite (model$output$infoDefinite) and, if so, computes the approximate condition number (model$output$conditionNumber). See Luenberger & Ye (2008) Second Order Test (p. 190) and Condition Number (p. 239).

Usage

mxComputeHessianQuality(freeSet = NA_character_, ..., verbose = 0L)

Arguments

`freeSet`	names of matrices containing free variables
`...`	Not used. Forces remaining arguments to be specified by name.
`verbose`	integer. Level of run-time diagnostic output. Set to zero to disable

Details

The condition number is approximated by norm(H) * norm(solve(H)) where H is the Hessian. The norm is either the 1- or infinity-norm (both obtain the same result due to symmetry).

References

Luenberger, D. G. & Ye, Y. (2008). Linear and nonlinear programming. Springer.

OpenMx

Extended Structural Equation Modelling

v2.19.5

Apache License (== 2.0)

Authors

Steven M. Boker [aut], Michael C. Neale [aut], Hermine H. Maes [aut], Michael J. Wilde [ctb], Michael Spiegel [aut], Timothy R. Brick [aut], Ryne Estabrook [aut], Timothy C. Bates [aut], Paras Mehta [ctb], Timo von Oertzen [ctb], Ross J. Gore [aut], Michael D. Hunter [aut], Daniel C. Hackett [ctb], Julian Karch [ctb], Andreas M. Brandmaier [ctb], Joshua N. Pritikin [aut, cre], Mahsa Zahery [aut], Robert M. Kirkpatrick [aut], Yang Wang [ctb], Ben Goodrich [ctb], Charles Driver [ctb], Massachusetts Institute of Technology [cph], S. G. Johnson [cph], Association for Computing Machinery [cph], Dieter Kraft [cph], Stefan Wilhelm [cph], Sarah Medland [cph], Carl F. Falk [cph], Matt Keller [cph], Manjunath B G [cph], The Regents of the University of California [cph], Lester Ingber [cph], Wong Shao Voon [cph], Juan Palacios [cph], Jiang Yang [cph], Gael Guennebaud [cph], Jitse Niesen [cph]

Initial release

2021-03-26