getHessian.MSVARmdl: Hessian matrix of Markov-switching vector autoregressive...
In MSTest: Hypothesis Testing for Markov Switching Models
getHessian.MSVARmdl R Documentation
Hessian matrix of Markov-switching vector autoregressive model
Description
This function is used to obtain a numerical approximation of a Hessian matrix for a Markov-switching vector autoregressive model.
Usage
## S3 method for class 'MSVARmdl'
getHessian(mdl)
Arguments
mdl
List with model properties.
Value
Hessian matrix.
MSTest documentation built on Oct. 31, 2024, 1:06 a.m.
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| getHessian.MSVARmdl | R Documentation |
Hessian matrix of Markov-switching vector autoregressive model
Description
This function is used to obtain a numerical approximation of a Hessian matrix for a Markov-switching vector autoregressive model.
Usage
## S3 method for class 'MSVARmdl'
getHessian(mdl)
Arguments
mdl |
List with model properties. |
Value
Hessian matrix.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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