getHessian.MSARmdl {MSTest} | R Documentation |
Hessian matrix of Markov-switching autoregressive model
Description
This function is used to obtain a numerical approximation of a Hessian matrix for a Markov-switching autoregressive model.
Usage
## S3 method for class 'MSARmdl'
getHessian(mdl)
Arguments
mdl |
List with model properties. |
Value
Hessian matrix.
[Package MSTest version 0.1.5 Index]