现在学习KIM的教程,在第四章关于Hamilton‘s Markov Switching Model of Business Fluctuations的例子中,
"Calculating Hessian..... Please be patient!!!!";
hout0=hessp(&lik_fcn,xout);
hout=inv(hout0);
grdn_fnl=gradfd(&TRANS,xout);
Hsn_fnl=grdn_fnl*hout*grdn_fnl';
SD_fnl =sqrt(diag(Hsn_fnl)); @Standard errors of the estimated coefficients@
output on;
"Standard errors of parameters are:"; sd_fnl';
"===============================================================";
弱弱地问下,这里的gradfd是什么函数啊,请各位大侠赐教!!