Compute the expected information matrix from the conditional moments.
.information2(dmu, dOmega, Omega, n.corrected, index.Omega, leverage,
n.cluster, grid.meanparam, n.grid.meanparam, grid.varparam,
n.grid.varparam, name.param, name.meanparam, name.varparam, param2index,
n.param).information2 will perform the computation individually when the
argument index.Omega is not null.