[R] fisher information matrix

From: Federico Calboli <f.calboli_at_imperial.ac.uk>
Date: Tue, 26 Jun 2007 12:58:24 +0100


Hi All,

a colleague wants to calculate the Fisher information matrix for a model he wrote (not in R). He can easily get the neg-log-likelihood and the best fit parameters at the minimum. He can also get negLLs for other parameter values too.

Given these data, is there a way in R to calculate the Fisher information matrix?

Best,

Federico

-- 
Federico C. F. Calboli
Department of Epidemiology and Public Health
Imperial College, St Mary's Campus
Norfolk Place, London W2 1PG

Tel  +44 (0)20 7594 1602     Fax (+44) 020 7594 3193

f.calboli [.a.t] imperial.ac.uk
f.calboli [.a.t] gmail.com

______________________________________________
R-help_at_stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Received on Tue 26 Jun 2007 - 12:01:03 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Tue 26 Jun 2007 - 14:32:32 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.