Default FIM method using Monte Carlo estimation

Source: R/core-generics.R

Computes the Fisher information matrix by Monte Carlo simulation. Uses the outer product of scores.

# S3 method for class 'likelihood_model'
fim(model, ...)

Arguments

model

A likelihood model

...

Additional arguments passed to rdata

Value

Function that takes (theta, n_obs, n_samples, ...) and returns FIM matrix

Details

This default requires the model to implement rdata and score methods.