Extract the Hessian matrix
References
Hawker, G. A., Mian, S., Kendzerska, T., and French, M. (2011). Measures of adult pain: Visual Analog Scale for Pain (VAS Pain), Numeric Rating Scale for Pain (NRS Pain), McGill Pain Questionnaire (MPQ), Short-Form McGill Pain Questionnaire (SF-MPQ), Chronic Pain Grade Scale (CPGS), Short Form-36 Bodily Pain Scale (SF-36 BPS), and Measure of Intermittent and Constant Osteoarthritis Pain (ICOAP). Arthritis Care and Research, 63(S11), S240-S252. doi:10.1002/acr.20543.
Hjermstad, M. J., Fayers, P. M., Haugen, D. F., et al. (2011). Studies comparing Numerical Rating Scales, Verbal Rating Scales, and Visual Analogue Scales for assessment of pain intensity in adults: a systematic literature review. Journal of Pain and Symptom Management, 41(6), 1073-1093. doi:10.1016/j.jpainsymman.2010.08.016.
Examples
# \donttest{
sim <- brs_sim(
formula = ~x1, data = data.frame(x1 = rnorm(50)),
beta = c(0, 0.5), phi = 0.1, ncuts = 10, repar = 2
)
fit <- brs(y ~ x1, data = sim, repar = 2)
brs_hessian(fit)
#> (Intercept) x1 (phi)
#> (Intercept) -67.1756949 -0.7715532 20.695689
#> x1 -0.7715532 -72.3879779 -2.322661
#> (phi) 20.6956894 -2.3226607 -23.549628
# }