getHessian: Hessian matrix
In MSTest: Hypothesis Testing for Markov Switching Models

getHessian

R Documentation

Hessian matrix

This function is used to obtain a numerical approximation of a Hessian matrix.

getHessian(mdl)

mdl

List with model properties.

Hessian matrix.

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

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