inmar_inv_hessian: Get inverse of hessian matrix

View source: R/indep_multivariate_autoregressive_hmm_functions.R

inmar_inv_hessianR Documentation

Get inverse of hessian matrix

Description

Transform hessian associated with working parameters outputted by nlm. If not stationary, exclude values associated with delta parameter from the hessian matrix.

Usage

inmar_inv_hessian(mod, stationary = TRUE)

Arguments

mod

List of maximum likelihood estimation results

stationary

Boolean, whether the HMM is stationary or not

Value

Inverse hessian matrix


longjess/hornsharkHMM documentation built on June 15, 2022, 11:32 p.m.