Hessian control `tol.evalue` ignored
Closed this issue · 0 comments
stephematician commented
In 7bce70f the use of an approximate covariance (nearest positive-definite) was intended whenever negative eigenvalues were sufficiently small (in either the Hessian or similarly its inverse); however there is a short-circuit test that discards the hessian prior to the approximation method:
Line 988 in e16d5fd
This is a tricky case to test, so I'm not surprised that it wasn't picked up when implemented.