poisson_objective_post_cov_approx: Compute Fisher information matrix for Poisson objective

In incidental: Implements Empirical Bayes Incidence Curves

Description

This function computes the Fisher information matrix for a regularized Poisson objective function.

Usage

poisson_objective_post_cov_approx(
  beta,
  lam,
  reported,
  Q,
  lnPmat,
  regularization_order
)

Arguments

beta	A vector of spline parameters.
lam	A regularization penalty parameter.
reported	A vector of reported values.
Q	A spline basis matrix.
lnPmat	A matrix size Tobs x Tobs, log of make_likelihood_matrix.
regularization_order	An integer that specifies the regularization order.

Value

Fisher information matrix of a regularized Poisson objective function.

incidental documentation built on Sept. 16, 2020, 5:07 p.m.