src/estimagic/inference/ml_covs.py
def cov_jacobian(jac):
    """Covariance based on outer product of jacobian of loglikeobs.

    Args:
        jac (numpy.ndarray): 2d array jacobian matrix of dimension (nobs, nparams)

    Returns:
        numpy.ndarray: covariance matrix of size (nparams, nparams)


    Resources: Marno Verbeek - A guide to modern econometrics.

    """
    _jac, names = process_pandas_arguments(jac=jac)

    info_matrix = np.dot((_jac.T), _jac)
    cov = robust_inverse(info_matrix, msg=INVALID_INFERENCE_MSG)

    if "params" in names:
        cov = pd.DataFrame(cov, columns=names["params"], index=names["params"])

    return cov
Covariance based on outer product of jacobian of loglikeobs.

    Args:
        jac (numpy.ndarray): 2d array jacobian matrix of dimension (nobs, nparams)

    Returns:
        numpy.ndarray: covariance matrix of size (nparams, nparams)


    Resources: Marno Verbeek - A guide to modern econometrics.

    
Covariance based on outer product of jacobian of loglikeobs.
Covariance based on outer product of jacobian of loglikeobs .
def cov_jacobian(jac):
    _jac, names = process_pandas_arguments(jac=jac)
    info_matrix = np.dot((_jac.T), _jac)
    cov = robust_inverse(info_matrix, msg=INVALID_INFERENCE_MSG)
    if "params" in names:
        cov = pd.DataFrame(cov, columns=names["params"], index=names["params"])
    return cov
def cov_jacobian ( jac ) : _jac , names = process_pandas_arguments ( jac = jac ) info_matrix = np . dot ( ( _jac . T ) , _jac ) cov = robust_inverse ( info_matrix , msg = INVALID_INFERENCE_MSG ) if "params" in names : cov = pd . DataFrame ( cov , columns = names [ "params" ] , index = names [ "params" ] ) return cov
Covariance based on outer product of jacobian of loglikeobs.
Covariance based on outer product of jacobian of loglikeobs .
"""Covariance based on outer product of jacobian of loglikeobs.

    Args:
        jac (numpy.ndarray): 2d array jacobian matrix of dimension (nobs, nparams)

    Returns:
        numpy.ndarray: covariance matrix of size (nparams, nparams)


    Resources: Marno Verbeek - A guide to modern econometrics.

    """
covariance matrix of size (nparams, nparams)
covariance matrix of size ( nparams nparams )
numpy.ndarray
jac
2d array jacobian matrix of dimension (nobs, nparams)
2d array jacobian matrix of dimension ( nobs nparams )