poisson_objective_post_cov_approx {incidental}

Compute Fisher information matrix for Poisson objective

Description

This function computes the Fisher information matrix for a regularized Poisson objective function.

Usage

poisson_objective_post_cov_approx(
  beta,
  lam,
  reported,
  Q,
  lnPmat,
  regularization_order
)

Arguments

beta

A vector of spline parameters.

lam

A regularization penalty parameter.

reported

A vector of reported values.

Q

A spline basis matrix.

lnPmat

A matrix size Tobs x Tobs, log of make_likelihood_matrix.

regularization_order

An integer that specifies the regularization order.

Value

Fisher information matrix of a regularized Poisson objective function.