getHessian.MSVARmdl: Hessian matrix of Markov-switching vector autoregressive...
In roga11/MSTest: Hypothesis Testing for Markov Switching Models
getHessian.MSVARmdl R Documentation
Hessian matrix of Markov-switching vector autoregressive model
Description
This function is used to obtain a numerical approximation of a Hessian matrix for a Markov-switching vector autoregressive model.
Usage
## S3 method for class 'MSVARmdl'
getHessian(mdl)
Arguments
mdl
List with model properties.
Value
Hessian matrix.
roga11/MSTest documentation built on Feb. 25, 2025, 6:10 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| getHessian.MSVARmdl | R Documentation |
Hessian matrix of Markov-switching vector autoregressive model
Description
This function is used to obtain a numerical approximation of a Hessian matrix for a Markov-switching vector autoregressive model.
Usage
## S3 method for class 'MSVARmdl'
getHessian(mdl)
Arguments
mdl |
List with model properties. |
Value
Hessian matrix.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.