The C++ function hess_HMM_stat_dir_oe() updates the Hessian matrix when the number of clusters is greater than or equal to 2 in a static binary directed network. (The above description may need further improvement.)
hess_HMM_stat_dir_oe(theta, gamma, N, K)
Vector of current theta
(network canonical parameters) values.
Vector of current gamma
(variational parameters) values.
Number of nodes.
Number of clusters.
Returns the Hessian matrix of ELBO with respect to theta parameters for Newton-Raphson update in M-step.