R: Observed Information Matrix for 'nlreg' Objects

obsInfo.nlreg {nlreg}

R Documentation

Observed Information Matrix for ‘nlreg’ Objects

Description

Returns the observed information matrix from a fitted nlreg model.

Usage

## S3 method for class 'nlreg'
obsInfo(object, par, mu, v, m1 = NULL, m2 = NULL, v1 = NULL, 
        v2 = NULL, ...)

Arguments

`object`	a fitted `nlreg` object such as returned by a call to `nlreg`.
`par`	a vector of parameter values where each element is named after the parameter it represents. If missing, the values in the `ws$allPar` component of `object` are used.
`mu`	numerical vector containing the mean function evaluated at each data point. If missing, the fitted values saved in `object` are used.
`v`	numerical vector containing the variance function evaluated at each data point. If missing, the values of the `weights` component of `object` are used.
`m1`	a matrix whose rows represent the gradients of the mean function evaluated at each data point. If `NULL`, the `gradient` attribute of the object returned by a call to `Dmean` is used.
`m2`	a three-way array whose rows represent the Hessian of the mean function evaluated at each data point. If `NULL`, the `hessian` attribute of the object returned by a call to `Dmean` is used.
`v1`	a matrix whose rows represent the gradient of the variance function evaluated at each data point. If `NULL`, the `gradient` attribute of the object returned by a call to `Dvar` is used.
`v2`	a three-way array whose rows represent the Hessian of the variance function evaluated at each data point. If `NULL`, the `hessian` attribute of the object returned by a call to `Dvar` is used.
`...`	absorbs any additional argument.

Details

This function is a method for the generic function obsInfo for objects inheriting from class nlreg.

Value

the observed information matrix of the fitted nonlinear model passed through the object argument.

Note

This function is mostly intended for internal use. It is called by functions such as summary.nlreg and profile.nlreg. To extract the observed information matrix from a fitted nlreg object, the generic method obsInfo should be used.