Bicop.hessian_full

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

Evaluates the per-observation Hessians.

Returns:

list of ndarray, shape (n, m), dtype float

A vector of n symmetric \(p \times p\)matrices; entry i’s \((a, b)\)element is \(\partial^2 \log c(u_i; \theta) / \partial \theta_{a+1} \partial \theta_{b+1}\).