Bicop.hessian

Bicop.hessian(self, u: numpy.ndarray, parameters: numpy.ndarray | None = None, num_threads: int = 1) → numpy.ndarray

Evaluates the Hessian of the average log-likelihood.

Returns:

ndarray, shape (n, m), dtype float

A symmetric \(p \times p\)matrix whose entry \((a, b)\)is the observation-average of \(\partial^2 \log c / \partial \theta_{a+1} \partial \theta_{b+1}\).