inverse hessian variance-covariance matrix

[cytwill]

My optimization method can not give an explicit inverse hessian variance-covariance matrix, my current method return the hess_inv as:

<4x4 LbfgsInvHessProduct with dtype=float64>

Can anyone help with this?

[jesuspachecov]

I had the same issue, and I found this: https://github.com/rickecon/StructEst_W17/issues/26

[cytwill]

Thank you, I have got the answer!

[rickecon]

Thanks, @jesuspachecov and @cytwill. The approach (I don't know why it is this way) is to use the results.hess_inv.todense() method at the end of the hess_inv call.