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:
- paramsarray_like
Array of parameters at which to evaluate the Hessian function.
- transformedbool,
optional
Whether or not params is already transformed. Default is True.