rStats.js v1.3.0
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    Function hessian

    • Hessian matrix of a scalar function of a vector, by Richardson extrapolation (Bates and Watts). Equivalent to numDeriv::hessian(func, x) in R.

      Parameters

      • func: (x: number[]) => number
      • x: readonly number[]
      • options: DerivOptions = {}

      Returns number[][]

      hessian((x) => x[0]! ** 2 * x[1]! ** 2, [1, 2]); // [[8, 8], [8, 2]]