[R] hessian in constrained optimization (constrOptim)

[Carlo Fezzi]

Dear helpers,

I am using the function "constrOptim" to estimate a model with ML with an
inequality constraint using the option method='Nelder-Mead'.

When I specify the option: hessian = TRUE I obtain the response:

Error in f(theta, ...) : unused argument(s) (hessian = TRUE)

I guess the function "constrOptim" does not allow this argument which, on
the other hand, is allowed in "optim".

I would be extremely grateful if anybody could suggest a way I could use to
I obtain the values of the hessian matrix...

Many thanks,

Carlo


**************************************************
Carlo Fezzi
Senior Research Associate
Centre for Social Research on the Global Environment (CSERGE)
Department of Environmental Sciences
University of East Anglia
Norwich (UK) NR2 7TJ 
Telephone: +44(0)1603 591408
Fax: +44(0)1603 593739