Hessian matrix of the likelihood function, evaluated at the given
parameters
- Parameters:
params (array_like) – Array of parameters at which to evaluate the hessian.
approx_centered (bool) – Whether to use a centered scheme for finite difference
approximation
approx_complex_step (bool) – Whether to use complex step differentiation for approximation
- Returns:
hessian – Hessian matrix evaluated at params
- Return type:
ndarray
Notes
This is a numerical approximation.
