getHessian.MSVARmdl {MSTest} | 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.
[Package MSTest version 0.1.5 Index]