TABLE OF CONTENTS

makeLikelihood/mkhess.coef [ Functions ]

NAME

    mkhess.coef --- hessian of regression coefficients

FUNCTION

Compute the hessian of regression coefficients, given everything else.

SYNOPSIS

2228 mkhess.coef <- function(coef, hazard, frailty, regression)

INPUTS

    coef       regression coefficients to be evaluated
    hazard     RCurve for hazard
    frailty    RCurve for frailty
    regression RRegression structure

OUTPUTS

    hess    hessian of coef

SOURCE

2231 {
2232     status <- regression$status
2233     regression <- updateregression(regression, coef)
2234     lp <- regression$lp
2235     frailrep <- rep(frailty$x, regression$Ji)
2236     Z <- regression$covariates
2237     hess <- -t(Z)%*%(rep(frailrep * exp(lp) * hazard$ycum, dim(Z)[2]) * Z)
2238     hess <- hess - mdiag(rep(1, length(coef))) / regression$priorvar
2239     return(hess)
2240 }