logdensity2info: Compute the information matrix = Sum_i=1^n Score_i' Score_i

In mfrdixon/MLEMVD: Maximum Likelihood Estimation for Diffusion Equations

Description

Compute the information matrix = Sum_i=1^n Score_i' Score_i

Usage

logdensity2info(logdensity, x, del, param, args = NULL)

Arguments

logdensity	the model log likelihood function
x	Time series of the observed state variables
del	The uniform time step between observations
param	The parameter vector
args	Not currently used

Examples

 logdensity2info(ModelU1,c(0.1,0.2,0.13,0.14),0.1,c(0.01,0.2))

mfrdixon/MLEMVD documentation built on May 22, 2019, 8:52 p.m.