infoFisher.slash: Fisher Information Matrix Slash

In fxjulio/slash: Slash reparametrized

Description

Obtain a Information matrix values for parameters.

Usage

infoFisher.slash(Y, mu, Sigma, eta, block = TRUE)

Arguments

Y	Sample slash.
mu	Mean vector with length p.
Sigma	Covariance matrix with size pxp.
eta	Parameter between 0 and 1.
block	Returns a blocked matrix.

Details

Evaluate analitic expected values.

Value

A list with I.mu.mu, I.phi.phi and U.eta components.

Examples

n <- 1000
p <- 4
Y <- sim.slash( n, rep(0, p), diag(p), 1/2 )
sv <- startValues.slash(Y)
fit <- em.slash( Y, sv$mu0 , sv$Sigma0, sv$eta0, verbose=FALSE )
infoFisher.slash(Y, fit$mu, fit$Sigma, fit$eta)

fxjulio/slash documentation built on May 28, 2019, 8:40 p.m.