Programming/Calculating variance covariance matrix for DEoptim() and SCEoptim()

Question

I am looking for an extension to the r-functions DEoptim() and SCEoptim() from the packages DEoptim and SCEoptim, respectively.

The extension could be in an altered package or perhaps a guide how to calculate/program a Variance-Covariance Matrix from parameters results of global optimisers.

On a sidenote: I am a little surprised not to find the "standard" methods of e.g. optim() in the earlier mentioned optimisers.

Answer 1

you can also use the subplex package/function. Which gives you the hessian in the output list.