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Closed-form Fisher information matrix

Source: R/distributions.R
fisher_closed.Rd

Per-sample (unit) Fisher information matrix for the supported families. The Weibull/Frechet matrix uses the corrected positive-definite form derived in the methodology.

Usage

fisher_closed(dist, theta)

Arguments

dist

Character; distribution name.

theta

Numeric length-2 parameter vector.

Value

A 2 by 2 Fisher information matrix.

Examples

fisher_closed("Weibull", c(2, 1))
#>            [,1]       [,2]
#> [1,]  0.4559202 -0.4227843
#> [2,] -0.4227843  4.0000000