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@(@\newcommand{\R}[1]{ {\rm #1} } \newcommand{\B}[1]{ {\bf #1} } \newcommand{\W}[1]{ \; #1 \; }@)@This is cppad_mixed--20220519 documentation: Here is a link to its current documentation .
Compute the Observed Information For Fixed Effects

Deprecated 2020-03-22
Syntax
Purpose
mixed_object
solution
random_opt
information_rcv
Example

Deprecated 2020-03-22
Use hes_fixed_obj instead.

Syntax
information_rcv = mixed_object.information_mat(
     solution, random_opt
)

Purpose
Compute the observed information matrix. We use @(@ L ( \theta ) @)@ to denote the fixed effects objective . The observed information is @[@ L^{(2)} ( \hat{\theta} ) @]@ Absolute value terms in the negative log-density vector for the fix_likelihood are not include in this Hessian (because they do not have a derivative, let alone Hessian, at zero).

mixed_object
We use mixed_object to denote an object of a class that is derived from the cppad_mixed base class.

solution
is the solution for a previous call to optimize_fixed . Only the solution.fixed_opt field is used.

random_opt
is the optimal random effects corresponding to the solution; i.e.
     random_opt = mixed_object.optimize_random(
          random_options,
          solution.fixed_opt,
          random_lower,
          random_upper,
          random_in
     )
 random_options , random_lower , random_upper , and random_in , are the same as in the call to optimize_fixed that corresponds to solution .

information_rcv
The return value has prototype
     CppAD::mixed::d_sparse_rcv information_rcv
 see d_sparse_rcv . This is a sparse matrix representation for the lower triangle of the observed information matrix, which is symmetric and hence determined by its lower triangle. Absolute value terms in the negative log-density vector for the fix_likelihood are not include in this Hessian because they do not have a derivative (let alone Hessian) at zero.

Example
The file information_mat.cpp contains an example and test of this routine. It returns true for success and false for failure.
Input File: src/eigen/information_mat.cpp