### Calculate the approximate Hessian using gigHessian:
param <- c(1,1,1)
dataVector <- rgig(500, param = param)
fit <- gigFit(dataVector)
coef <- coef(fit)
gigHessian(x = dataVector, param = coef, hessianMethod = "tsHessian",
whichParam = 1)
### Or calculate the approximate Hessian using summary.gigFit method:
summary(fit, hessian = TRUE)
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