R: Compute the information matrix

InfoMatrix {icpack}

R Documentation

Compute the information matrix

Description

Compute the information matrix

Usage

InfoMatrix(object, initres)

Arguments

`object`	Fit obtained from `fitit`
`initres`	Result from `init`

Details

Three information matrices are computed. One is Ifull which interprets the imputed R and Y data from object as actual observations. Iloss gives the loss of information due to imputation. The sum of both matrices is the true information matrix.

Value

A list with three items

`Itrue`	Total of `Ifull` and `Iloss`, true Fisher information matrix
`Ifull`	Full Fisher information matrix
`Iloss`	Loss of information due to intervals (missing event times)