getHessian.VARmdl: Hessian matrix of vector autoregressive model
In roga11/MSTest: Hypothesis Testing for Markov Switching Models
getHessian.VARmdl R Documentation
Hessian matrix of vector autoregressive model
Description
This function is used to obtain a numerical approximation of a Hessian matrix for a vector autoregressive model.
Usage
## S3 method for class 'VARmdl'
getHessian(mdl)
Arguments
mdl
List with model properties.
Value
Hessian matrix.
roga11/MSTest documentation built on Feb. 25, 2025, 6:10 p.m.
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| getHessian.VARmdl | R Documentation |
Hessian matrix of vector autoregressive model
Description
This function is used to obtain a numerical approximation of a Hessian matrix for a vector autoregressive model.
Usage
## S3 method for class 'VARmdl'
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.
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