Numerically differentiated Hessian of fn at par, from central differences of the gradient (gr, or the numerical gradient of fn). Equivalent to R's optimHess(). control uses fnscale, parscale and ndeps.
optimHess()
control
fnscale
parscale
ndeps
Optional
optimHess([1, 2], (x) => x[0] ** 2 + 3 * x[0] * x[1] + x[1] ** 2); // [[2, 3], [3, 2]] Copy
optimHess([1, 2], (x) => x[0] ** 2 + 3 * x[0] * x[1] + x[1] ** 2); // [[2, 3], [3, 2]]
Numerically differentiated Hessian of fn at par, from central differences of the gradient (gr, or the numerical gradient of fn). Equivalent to R's
optimHess().controlusesfnscale,parscaleandndeps.