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Returns a Hessian function computed via numerical differentiation of the log-likelihood using hessian.

Usage

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

Arguments

model

A dfr_series_md object.

...

Additional arguments (currently unused).

Value

A function with signature function(df, par, ...) returning the Hessian matrix.