Description Usage Arguments Details Value See Also Examples
Calculatate the hessian matrix of a TSmodel at a parameter value.
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func |
a TSestModel object which is used as a function mapping coefficients (parameters) to likelihood. |
x |
The parameter point at which the hessian is calculated. |
method |
string indicating the numerical approximation method. |
method.args |
list with arguments to |
Shape |
a TSmodel in which the parameters should be used. |
data |
TSdata to use in teh evaluation. |
... |
additional arguments passed to |
This function calculates the second derivative of the likelihood for the model at its specified parameter value using given data.
a matrix of second derivative of the likelihood (Fisher Information).
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