statsmodels.tsa.regime_switching.markov_regression.MarkovRegression.hessian¶

MarkovRegression.hessian(params, transformed=True)¶

Hessian matrix of the likelihood function, evaluated at the given parameters

Parameters:¶

params : array_like¶

Array of parameters at which to evaluate the Hessian function.

transformed : bool, optional¶

Whether or not params is already transformed. Default is True.