FIM_mixture_normals: Fisher information matrix for a two-component Gaussian mixture (working approximation).
Description
Computes a Fisher information matrix approximation based on the outer product
of gradients for a two-component univariate Gaussian mixture model.
Usage
FIM_mixture_normals(data, params)
Value
Fisher information approximation
Arguments
- data
Numeric vector of observations.
- params
List with elements pi, mu1, mu2, sigma1, sigma2.