fisher {PLNmodels}R Documentation

Fisher information matrix for Theta

Description

Extracts Fisher information matrix of Θ from objects returned by PLN and its variants. Fisher matrix is computed using one of two approximation scheme: wald (default, conservative, gives large confidence interval) or louis (anticonservative). Note that the Fisher information matrix is the full-data version (scaled by the number of observations), usually noted

I_n(θ)

.

Usage

fisher(object, type)

## S3 method for class 'PLNfit'
fisher(object, type = c("wald", "louis"))

Arguments

object

an R6 object with class PLNfit

type

Either wald (default) or louis. Approximation scheme used to compute the Fisher information matrix

Value

A block-diagonal matrix with p (number of species) blocks of size d (number of covariates), assuming Θ is a matrix of size d * p.

Methods (by class)

See Also

standard_error for standard errors


[Package PLNmodels version 0.11.4 Index]