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OVL.CI (version 0.1.1)

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.