getHessian.VARmdl: Hessian matrix of vector autoregressive model

View source: R/methods.R

getHessian.VARmdlR Documentation

Hessian matrix of vector autoregressive model

Description

This function is used to obtain a numerical approximation of a Hessian matrix for a vector autoregressive model.

Usage

## S3 method for class 'VARmdl'
getHessian(mdl)

Arguments

mdl

List with model properties.

Value

Hessian matrix.


MSTest documentation built on Oct. 31, 2024, 1:06 a.m.