getHessian.MSARmdl function

Hessian matrix of Markov-switching autoregressive model

This function is used to obtain a numerical approximation of a Hessian matrix for a Markov-switching autoregressive model.

## S3 method for class 'MSARmdl'
getHessian(mdl)

Arguments

• mdl: List with model properties.

Returns

Hessian matrix.