Learn R Programming

nlreg (version 1.2-2.2)

obsInfo.nlreg: Observed Information Matrix for `nlreg' Objects

Description

Returns the observed information matrix from a fitted nlreg model.

Usage

# S3 method for nlreg
obsInfo(object, par, mu, v, m1 = NULL, m2 = NULL, v1 = NULL, 
        v2 = NULL, …)

Arguments

object

a fitted nlreg object such as returned by a call to nlreg.

par

a vector of parameter values where each element is named after the parameter it represents. If missing, the values in the ws$allPar component of object are used.

mu

numerical vector containing the mean function evaluated at each data point. If missing, the fitted values saved in object are used.

v

numerical vector containing the variance function evaluated at each data point. If missing, the values of the weights component of object are used.

m1

a matrix whose rows represent the gradients of the mean function evaluated at each data point. If NULL, the gradient attribute of the object returned by a call to Dmean is used.

m2

a three-way array whose rows represent the Hessian of the mean function evaluated at each data point. If NULL, the hessian attribute of the object returned by a call to Dmean is used.

v1

a matrix whose rows represent the gradient of the variance function evaluated at each data point. If NULL, the gradient attribute of the object returned by a call to Dvar is used.

v2

a three-way array whose rows represent the Hessian of the variance function evaluated at each data point. If NULL, the hessian attribute of the object returned by a call to Dvar is used.

absorbs any additional argument.

Value

the observed information matrix of the fitted nonlinear model passed through the object argument.

Details

This function is a method for the generic function obsInfo for objects inheriting from class nlreg.

See Also

obsInfo, nlreg.object, expInfo