MVT (version 0.3)

fisher.info: Fisher information matrix

Description

Calculate the Fisher information matrix for the multivariate t-distribution.

Usage

fisher.info(object)

Arguments

object

an object of class 'studentFit' representing the fitted model.

Value

A square matrix of order $p(p + 3)/2 + 1$ containing the Fisher information of the fitted model.

References

Osorio, F., and Galea, M. (2015). Statistical inference in multivariate analysis using the t-distribution. Unpublished manuscript.

See Also

studentFit

Examples

data(PFM)
fit <- studentFit(~ cuprum.D + habitat.D + planvital.D + provida.D, data = PFM,
  family = Student(eta = 0.25))
info <- fisher.info(fit)