You need to check the breaker fist and the disconnect on the unit. Then after verifying with a Volt meter that you have power. Your going to need to remove the panel on the unit. There should be a circuit board with a LED light blinking (this is assuming you have power), Count the number of flashes the look on the back of the panel or the installer manual. This will give you the fault code of what has failed. To test the low voltage transformer, again you need to verify that the unit has power. You will need to use a volt meter.
The other possibility is you have a failed contactor or failed capacitor. To veriy your thermostat is working try turning on the blower (fan) to ON. If the fan comes on then you have power to the unit, and your low voltage transformer is working. Also, if your thermostat has batteries in it and if they are dead this will cause a no heat issue. Heat pumps are not easy to trouble shoot via the internet. I highly recommend you call a professional out to properly fix the unit. Remember IF you decided to go fishing and try and fix it, your dealing with HIGH voltage and sensitive electronics. So, poking around really is not a good idea.
former hvac tech