docopulae (version 0.2.1)

fisherI: Fisher Information

Description

fisherI utilizes nint_integrate to evaluate the Fisher information.

Usage

fisherI(ff, theta, names, yspace, ...)

Arguments

ff

either

• function(y, theta, i, j, ...)which evaluates to the inner part of the expectation integral/sum.
• list(f=function(y, theta, ...), d2logf=function(y, theta, i, j, ...))(recommended)
• list(f=functi

theta

the list of parameters.

names

a vector of names or indices, the subset of parameters to use.

yspace

a space, the support of y.

...

other arguments passed to ff.

Value

• fisherI returns a named matrix, the Fisher information.

Details

If ff is a list, it shall contain dlogf xor d2logf.

See Also

buildf, expr2f, numDerivLogf, DerivLogf, nint_space, nint_transform, nint_integrate, param

Examples

## see examples for param