hessianll: Hessian of log-likelihood for Lyapunov parametrization

Description Usage Arguments Value

Description

Hessian of log-likelihood for Lyapunov parametrization

Usage

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hessianll(B, C = diag(nrow(B)), Sigma)

diagHessianll(B, C = diag(nrow(B)), Sigma)

Arguments

B

the B matrix

C

the C matrix

Sigma

the empirical covariance matrix

Value

the Hessian matrix of the log-likelihood


gherardovarando/crossSectional documentation built on July 7, 2019, 12:44 a.m.