marginal.mle: Method for obtaining the marginal distribution of an MLE that...

View source: R/mle.R

marginal.mleR Documentation

Method for obtaining the marginal distribution of an MLE that is based on asymptotic assumptions:

Description

'x ~ MVN(params(x), inv(H)(x))'

Usage

## S3 method for class 'mle'
marginal(x, indices)

Arguments

x

The distribution object.

indices

The indices of the marginal distribution to obtain.

Details

where H is the (observed or expecation) Fisher information matrix.


queelius/algebraic.mle documentation built on Jan. 29, 2025, 3:23 p.m.