varFisher: Observed Fisher information matrix

In DiscreteWeibull: Discrete Weibull Distributions (Type 1 and 3)

Description

Observed Fisher information matrix on a sample from the type 1 discrete Weibull distribution

Usage

varFisher(x, zero = FALSE)

Arguments

x	a vector of sample values
zero	TRUE, if the support contains 0; FALSE otherwise

Value

a list of two matrices: the observed Fisher information matrix, and its inverse, which contains asymptotic variances and covariances of the maximum likelihood estimators of q and β

Author(s)

Alessandro Barbiero

See Also

estdweibull

Examples

x <- rdweibull(100, 2/3, 3/2)
estdweibull(x, "ML")
IF <- varFisher(x)[[2]]
diag(IF)
diag(IF)/length(x)
# asymptotic variances of the ML estimators directly estimated from the sample

Example output

Loading required package: Rsolnp
[1] 0.584697 1.281107
Warning message:
In nlm(f = loglikedw, x = x, zero = zero, p = c(q0, beta0)) :
  NA/Inf replaced by maximum positive value
Warning message:
In nlm(f = loglikedw, x = x, zero = zero, p = c(q0, beta0)) :
  NA/Inf replaced by maximum positive value
[1] 0.2134423 1.4589063
[1] 0.002134423 0.014589063

DiscreteWeibull documentation built on May 2, 2019, 8:58 a.m.