hessian: Hessian

In diseq: Estimation Methods for Markets in Equilibrium and Disequilibrium

Hessian

Description

Returns the hessian of the opposite of the log-likelihood evaluated at the passed parameters.

Usage

hessian(object, parameters)

## S4 method for signature 'diseq_basic'
hessian(object, parameters)

## S4 method for signature 'diseq_directional'
hessian(object, parameters)

Arguments

object	A model object.
parameters	A vector of parameters at which the hessian is to be evaluated.

Value

The opposite of the model log likelihood's hessian.

diseq documentation built on June 2, 2022, 1:10 a.m.