statsmodels.tsa.exponential_smoothing.ets.ETSModel.hessian#
- ETSModel.hessian(params, approx_centered=False, approx_complex_step=True, **kwargs)[source]#
Hessian matrix of the likelihood function, evaluated at the given parameters
- Parameters:
- paramsarray_like
Array of parameters at which to evaluate the hessian.
- approx_centeredbool
Whether to use a centered scheme for finite difference approximation
- approx_complex_stepbool
Whether to use complex step differentiation for approximation
- **kwargs
Additional keyword arguments, including
method, which may be used to specify the Hessian calculation method.
- Returns:
- hessian
ndarray Hessian matrix evaluated at params
- hessian
Notes
This is a numerical approximation.