lines 1015-1070 of file: lib/python/cppad_py/mixed.py

   {xrst_begin mixed_hes_random_obj}

   Hessian of Random Effects Objective
   ###################################

   Syntax
   ******
   {xrst_literal
      # BEGIN_HES_RANDOM_OBJ
      # END_HES_RANDOM_OBJ
   }

   Purpose
   *******
   We are given a value for the fixed effects :math:`\theta`,
   and the corresponding random effects :math:`u` .
   This routine the hessian, with respect to the random effects,
   of the negative log of random effects objective; i.e.,
   :ref:`ran_likelihood <mixed_ran_likelihood@ran_likelihood>`

   .. math::
      \B{p} ( y | \theta , u ) \B{p}( u | \theta ) \B{d} u

   If there is no data, the return value is the Hessian of
   :math:`- \log [ \B{p} ( u | \theta ) ]` w.r.t :math:`u` .

   hes_random_obj_rcv
   ******************
   The argument *hes_random_obj_rcv* is a
   :ref:`py_sparse_rcv <py_sparse_rcv-name>` matrix.
   The input value of this argument does not matter.
   Upon return it contains the lower triangle of the Hessian
   (the Hessian is symmetric).

   fixed_vec
   *********
   The argument *fixed_vec* is a numpy vector with ``float`` elements
   and length *n_fixed*. It contains the value of the fixed effects
   :math:`\theta` at which the Hessian is evaluated.
   This vector can't be ``None``.

   random_vec
   **********
   The argument *random_vec* is a numpy vector with ``float`` elements
   and length *n_random*.
   It contains the value for the random effects at which the Hessian
   is evaluated.,
   This vector can't be ``None``.

   Examples
   ********
   {xrst_toc_list
      example/python/mixed/hes_random_obj_xam.py
   }

   {xrst_end mixed_hes_random_obj}