fisher.info {MVT} | R Documentation |
Calculate the Fisher information matrix for the multivariate t-distribution.
fisher.info(object)
object |
an object of class |
A square matrix of order p(p + 3)/2 + 1 containing the Fisher information of the fitted model.
Osorio, F., and Galea, M. (2015). Statistical inference in multivariate analysis using the t-distribution. Unpublished manuscript.
data(PFM) fit <- studentFit(~ cuprum.D + habitat.D + planvital.D + provida.D, data = PFM, family = Student(eta = 0.25)) info <- fisher.info(fit)