fisherI utilizes nint_integrate to evaluate the Fisher information.
Usage
fisherI(ff, theta, parNames, 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=function(y, theta, ...), dlogf=function(y, theta, i, ...))
where f is the joint probability density function and dlogf/d2logf is the first/second derivative of log(f) with respect to theta[[i]]/theta[[i]] and theta[[j]].
theta
the list of parameters.
parNames
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.