statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.hessian

MarkovAutoregression.hessian(params, transformed=True)

Hessian matrix of the likelihood function, evaluated at the given parameters

Parameters:

• params (array_like) – Array of parameters at which to evaluate the Hessian function.

• transformed (bool, optional) – Whether or not params is already transformed. Default is True.