Hessian matrix of the likelihood function, evaluated at the given
parameters
- Parameters:
- paramsnumpy:array_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
Notes
This is a numerical approximation.