subbofish: Return the Fisher Information Matrix for the Subbotin...

In Rsubbotools: Fast Estimation of Subbottin and AEP Distributions (Generalized Error Distribution)

Return the Fisher Information Matrix for the Subbotin Distribution

Description

Calculate the standard errors, the correlation, the Fisher Information matrix and its inverse for a power exponential density with given parameters

Usage

subbofish(size = 1L, b = 2, m = 0, a = 1, O_munknown = 0L)

Arguments

size	numeric - number of observations (Default: 01)
b	numeric - the exponent b (Default: 2.0)
m	numeric - the location parameter (Default: 0.0)
a	numeric - the scale parameter (Default: 1.0)
O_munknown	numeric - if true assumes m known

Value

a list containing four elements:

• std_error - the standard error for the parameters

• cor_ab - the correlation between parameters a and b

• infmatrix - the Fisher Information Matrix

• inv_infmatrix - the Inverse Fisher Information Matrix

Rsubbotools documentation built on April 16, 2025, 5:10 p.m.