The estimated covariance matrix of the parameter estimates is computed as the inverse Hessian matrix, and for unconstrained problems it should be positive definite. If the final parameter estimates ...
This is the default. DDFP performs the dual Davidon, Fletcher, and Powell (DFP) update of the Cholesky factor of the Hessian matrix. BFGS performs the original BFGS update of the inverse Hessian ...
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