statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.hessian¶
-
MarkovAutoregression.hessian(params, transformed=
True
)¶ Hessian matrix of the likelihood function, evaluated at the given parameters
- Parameters:¶
- paramsarray_like
Array of parameters at which to evaluate the Hessian function.
- transformedbool,
optional
Whether or not params is already transformed. Default is True.
Last update:
Dec 11, 2024