observed_fim: Generic method for computing the observed FIM of an 'mle'...
In queelius/algebraic.mle: Algebraic Maximum Likelihood Estimators
View source: R/algebraic.mle.R
observed_fim R Documentation
Generic method for computing the observed FIM
of an 'mle' object.
Description
Fisher information is a way of measuring the amount of
information that an observable random variable 'X'
carries about an unknown parameter 'theta'
upon which the probability of 'X' depends.
Usage
observed_fim(x, ...)
Arguments
x
the object to obtain the fisher information of
...
additional arguments to pass
Details
The inverse of the Fisher information matrix
is the variance-covariance of the MLE for
'theta'.
Some MLE objects do not have an observed FIM,
e.g., if the MLE's sampling distribution was
bootstrapped.
queelius/algebraic.mle documentation built on Jan. 29, 2025, 3:23 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
View source: R/algebraic.mle.R
| observed_fim | R Documentation |
Generic method for computing the observed FIM of an 'mle' object.
Description
Fisher information is a way of measuring the amount of information that an observable random variable 'X' carries about an unknown parameter 'theta' upon which the probability of 'X' depends.
Usage
observed_fim(x, ...)
Arguments
x |
the object to obtain the fisher information of |
... |
additional arguments to pass |
Details
The inverse of the Fisher information matrix is the variance-covariance of the MLE for 'theta'.
Some MLE objects do not have an observed FIM, e.g., if the MLE's sampling distribution was bootstrapped.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.