statsmodels.tsa.exponential_smoothing.ets.ETSModel.hessian¶
-
ETSModel.hessian(params, approx_centered=
False
, approx_complex_step=True
, **kwargs)[source]¶ Hessian matrix of the likelihood function, evaluated at the given parameters
- Parameters:¶
- paramsarray_like
Array of parameters at which to evaluate the hessian.
- approx_centeredbool
Whether to use a centered scheme for finite difference approximation
- approx_complex_stepbool
Whether to use complex step differentiation for approximation
- Returns:¶
- hessian
ndarray
Hessian matrix evaluated at params
- hessian
Notes
This is a numerical approximation.
Last update:
Oct 03, 2024