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PLNmodels (version 0.9.5)

fisher: Fisher information matrix for Theta

Description

Extracts Fisher information matrix of \(\Theta\) from objects returned by PLN and its variants. Fisher matrix is computed using one of two approximation scheme: wald (default, conservative, gives large confidence interval) or louis (anticonservative). Note that the Fisher information matrix is the full-data version (scaled by the number of observations), usually noted $$I_n(\theta)$$.

Usage

fisher(object, type)

# S3 method for PLNfit fisher(object, type = c("wald", "louis"))

Arguments

object

an R6 object with class PLNfit

type

Either `wald` (default) or `louis`. Approxomation scheme used to compute the Fisher information matrix

Value

A block-diagonal matrix with p (number of species) blocks of size d (number of covariates), assuming \(\Theta\) is a matrix of size d * p.

Methods (by class)

  • PLNfit: Fisher information matrix for PLNfit

See Also

standard_error for standard errors