matFisherComputation

Function calculating the Fisher information matrix.

An implementation for computing Optimal B-Robust Estimators of two-parameter
distribution. The procedure is composed of some equations
that are evaluated alternatively until the solution is reached. Some tools
for analyzing the estimates are included. The most relevant is
covariance matrix computation using a closed formula.

Fabio Piacenza

OBRE

Optimal B-Robust Estimator Tools

Andrea Riboldi

Ivan Luciano Danesi

Oliver Kuehnle

Davide Di Vincenzo

Ruben Ciaponi

Stephen Allen

Novella Saccenti

Annarita Filippi

matFisherComputation function

<dl><dt>nTheta1</dt>
<dd>First parameter.</dd>
<dt>nTheta2</dt>
<dd>Second parameter.</dd>
<dt>lDensityExpr</dt>
<dd>List of symbolic expressions of density, cumulative and derivatives.</dd></dl>

Arguments

Fisher information matrix — matFisherComputation

<dl>

<dt>nTheta1</dt>
<dd>First parameter.</dd>


<dt>nTheta2</dt>
<dd>Second parameter.</dd>


<dt>lDensityExpr</dt>
<dd>List of symbolic expressions of density, cumulative and derivatives.</dd>

</dl>

Fisher information matrix

matFisherComputation: Fisher information matrix

Description

Usage

Value

Arguments