Method for obtaining the marginal distribution of an MLE that is based on asymptotic assumptions: — marginal.mle • algebraic.mle

`x ~ MVN(params(x), inv(H)(x))`

Usage

# S3 method for mle
marginal(x, indices)

Arguments

x: The distribution object.
indices: The indices of the marginal distribution to obtain.

Details

where H is the (observed or expecation) Fisher information matrix.