Re: [R] fisher information matrix

From: Ingmar Visser <i.visser_at_uva.nl>
Date: Tue, 26 Jun 2007 14:27:10 +0200

Function fdHess (in the nlme package) may be useful, hth, ingmar

On 26 Jun 2007, at 13:58, Federico Calboli wrote:

> 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
>
> ______________________________________________
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> guide.html
> and provide commented, minimal, self-contained, reproducible code.

Ingmar Visser
Department of Psychology, University of Amsterdam Roetersstraat 15
1018 WB Amsterdam
The Netherlands
t: +31-20-5256735

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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 - 12:34:38 GMT

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