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spatsurv (version 2.0)

QuadApprox: QuadApprox function

Description

A function to compute the second derivative of a function (of several real variables) using a quadratic approximation on a grid of points defined by the list argRanges. Also returns the local maximum.

Usage

QuadApprox(fun, npts, argRanges, plot = FALSE, ...)

Value

a 2 by 2 matrix containing the curvature at the maximum and the (x,y) value at which the maximum occurs

Arguments

fun

a function

npts

integer number of points in each direction

argRanges

a list of ranges on which to construct the grid for each parameter

plot

whether to plot the quadratic approximation of the posterior (for two-dimensional parameters only)

...

other arguments to be passed to fun