Returns the inverse of the Hessian of the negative of the log-likelihood,
computed at the initial estimates.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public virtual double[,] GetHessian() |
Visual Basic (Declaration) |
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Public Overridable Function GetHessian As Double(,) |
Visual C++ |
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public:
virtual array<double,2>^ GetHessian() |
Return Value
A
double matrix containing the inverse of the Hessian
of the negative of the log-likelihood, computed at the initial estimates.
Remarks
Exceptions
See Also