Skip to contents

Returns a function that computes the Hessian matrix of the log-likelihood. If analytical score is provided, uses AD Jacobian for exact computation. Otherwise falls back to numerical differentiation.

Usage

# S3 method for class 'dfr_dist'
hess_loglik(model, ...)

Arguments

model

A dfr_dist object

...

Additional arguments passed to score

Value

A function that computes the Hessian matrix