getHessian.HMmdl {MSTest}R Documentation

Hessian matrix of Hidden Markov model

Description

This function is used to obtain a numerical approximation of a Hessian matrix for a Hidden Markov model.

Usage

## S3 method for class 'HMmdl'
getHessian(mdl)

Arguments

mdl

List with model properties.

Value

Hessian matrix.


[Package MSTest version 0.1.5 Index]