#' Uncertainty estimate of marginal posterior parameters
#'
#' Calculate a covariance matrix of the marginal posterior
#' parameters, based on an unbiased estimate of the inverse of the
#' observed Fisher information.
#'
#' @param fit.gmo
#' An object of reference class \code{"gmo"}.
#'
#' @export
est_covariance <- function(fit.gmo, ...) {
#density_sims <- fit.gmo$.log_p(alpha_sims, m, g_flag=TRUE)
#if (draws < 25) {
# log_r <- density_sims$log_p - density_sims$log_g
#} else {
# log_r <- psislw(density_sims$log_p - density_sims$log_g)$lw_smooth
#}
#max_log_r <- max(log_r)
#r <- exp(log_r - max_log_r)
## Note that weighted.mean normalizes the importance ratios
#log_p_phi <- max_log_r + log(mean(r))
#grad_log_p_phi <- apply(density_sims$grad_log_p, 2, weighted.mean, r)
#grad_log_joint_sims
#hess_log_joint_sims
#log_p_phi <- mean()
#grad_log_p_phi
#hess_log_p_phi
#return(diag(length(phi)))
return(matrix())
}
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