larch.ModelGroup.calculate_parameter_covariance#

ModelGroup.calculate_parameter_covariance(pvals=None, *, robust=False)[source]#

Calculate the parameter covariance matrix.

Parameters:

  • pvals (array-like, optional) – The parameter values to use in the calculation. If not given, the current parameter values are used.

  • robust (bool, default False) – Whether to calculate the robust covariance matrix.

Returns:

  • se (array) – The standard errors of the parameter estimates.

  • hess (array) – The Hessian matrix.

  • ihess (array) – The inverse of the Hessian matrix.