R/util-mledist-vcov.R

In aursiber/fitdistrplus: Help to Fit of a Parametric Distribution to Non-Censored or Censored Data

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#   Copyright (c) 2024 Christophe Dutang, Marie Laure Delignette-Muller
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### Theory of point estimation, Casella & Berger
###
###         R functions
### 


#compute H^{-1}
mle.vcov <- function(myhessian)
{
  if(all(!is.na(myhessian)) && qr(myhessian)$rank == NCOL(myhessian))
  {
    res <- solve(myhessian)
  }else
  {
    res <- NULL
  }
  res
}