larch.numba.Model.calculate_parameter_covariance
larch.numba.Model.calculate_parameter_covariance¶
- Model.calculate_parameter_covariance()¶
Compute the parameter covariance matrix.
This function computes the parameter covariance by taking the inverse of the hessian (2nd derivative of log likelihood with respect to the parameters.)
It does not return values directly, but rather stores the result in covariance_matrix, and computes the standard error of the estimators (i.e. the square root of the diagonal) and stores those values in pf[‘std_err’].
- Parameters
like_ratio (bool, default True) – For parameters where the