LMest (version 2.4.5)

stationary: Stationary

Description

Function that computes the derivatives of the log-likelihood of a stationary model (internal function).

Usage

stationary(tau, k, G2, IPI)

Arguments

tau

regression parameters

k

number of latent states

G2

internal argument

IPI

index of the transition matrix elements

Value

d0

first derivatives of the log-likelihood

d1

second derivatives of the log-likelihood