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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 : boolean, optional

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

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