statsmodels.tsa.regime_switching.markov_regression.MarkovRegression.hessian

MarkovRegression.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 : boolean, optional

Whether or not params is already transformed. Default is True.