function hess = hethess(y, x, mu) % ************************************************************************* % % FILE: hethess.m % % Date Created: Feb 10, 2004 % Author: Mark E. Irwin % % Contents: Hessian function for the model Y ~ N(mu, (mu*x)^2) % % Revision History % Date Name Changes/Reasons % % ************************************************************************* % % Input: % % y: response vector % x: variance covariate vector % mu: initial guess for MLE % % Output: % % hess: hessian % % ************************************************************************* n = length(y); x2 = x.^2; hess = (n - 3 * y' * ((y-mu)./x2)/mu^2 - ones(1, n) * (y ./ x2) / mu) / mu^2;