hessMTw ============================================== Purpose ---------------- Computes numerical Hessian with weights. Format ---------------- .. function:: h = hessMTw(&fct, par1, data1, wgts) :param &fct: pointer to procedure returning Nx1 vector. :type &fct: scalar :param par1: an instance of structure of type :class:`PV` containing parameter vector at which Hessian is to be evaluated :type par1: struct :param data1: structure of type :class:`DS` containing any data needed by *fct* :type data1: struct :param wgts: weights :type wgts: Nx1 vector :return h: Hessian. :rtype h: KxK matrix Examples ---------------- :: // Define a PV structure struct PV p1; // Create p1 PV structure p1 = pvCreate; // Fill PV structure p1 = pvPack(p1, 0.1|0.2, "P"); // Create data matrix x = seqa(1, 1, 15); // Define weights wgt = zeros(5,1) | ones(10,1); // Function to compute Hessian proc fct(struct PV p0, x); local p, y; // Unpack parameters p = pvUnpack(p0, "P"); // Define Hessian y = p[1] * exp( -p[2] * x); retp(y); endp; // Find Hessian h = hessMTw(&fct, p1, x, wgt); Remarks ------- *fct* must evaluate to an Nx1 vector conformable to the *weight* vector. *par1* must be created using the :func:`pvPack` procedures. Source ------ hessmt.src