icpack (version 0.1.0)

InfoMatrix: Compute the information matrix

Description

Compute the information matrix

Usage

InfoMatrix(object, initres)

Value

A list with three items

Itrue

Total of Ifull and Iloss, true Fisher information matrix

Ifull

Full Fisher information matrix

Iloss

Loss of information due to intervals (missing event times)

Arguments

object

Fit obtained from fitit

initres

Result from init

Details

Three information matrices are computed. One is Ifull which interprets the imputed R and Y data from object as actual observations. Iloss gives the loss of information due to imputation. The sum of both matrices is the true information matrix.