RecursiveLS.opg_information_matrix()

statsmodels.regression.recursive_ls.RecursiveLS.opg_information_matrix

RecursiveLS.opg_information_matrix(params, transformed=True, approx_complex_step=None, **kwargs)

Outer product of gradients information matrix

Parameters:	params : array_like, optional Array of parameters at which to evaluate the loglikelihood function. **kwargs Additional arguments to the loglikeobs method.

References

Berndt, Ernst R., Bronwyn Hall, Robert Hall, and Jerry

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