Computing additional diagonal part for the real Hessian H = H0 + diag

H_matrix_eta_diag computes the expected Hessian in eta of -loglikelihood

Usage

H_matrix_eta_diag(eta, d, y)

Arguments

eta

eta vector to compute the expected Hessian.

d

Dimension

y

Data corresponding to the i-individual

Value

Elements of the diagonal such as H = H0 + diag

Author

Joaquín Martínez-Minaya jomarminaya@gmail.com