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 t
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
> para
aculty/Varadhan.html
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Federico Calboli
Sent: Tuesday, June 26, 2007 7:58 AM
To: r-help
Cc: Gambhir, Manoj
Subject: [R] fisher information matrix
