View source: R/multivariate_autoregressive_hmm_functions.R
mar_inv_hessian | R Documentation |
Transform hessian associated with working parameters outputted by nlm. If not stationary, exclude values associated with delta parameter from the hessian matrix.
mar_inv_hessian(mod, stationary = TRUE)
mod |
List of maximum likelihood estimation results |
stationary |
Boolean, whether the HMM is stationary or not |
Inverse hessian matrix
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