[R] Hessian?

[rkevinburton at charter.net]

I am new to 'R' and also new to the concept of a 'Hessian' with non-linear optimization. I would like to avoid going through all of the reference articles given with ?optim as access to a library is not handy. Would someone be able to elighten me on what is in the Hessian matrix if 'hessian = TRUE' with optim? The documentation indicates that this is a numerically differentiated Hessian. So I am assuming that some small delta is chosen. How is the delta chosen ?

Thank you.

Kevin