[R] fisher information matrix

[Federico Calboli]

Hi All,

a colleague wants to calculate the Fisher information matrix for a model he 
wrote (not in R). He can easily get the neg-log-likelihood and the best fit 
parameters at the minimum. He can also get negLLs for other parameter values too.

Given these data, is there a way in R to calculate the Fisher information matrix?

Best,

Federico

-- 
Federico C. F. Calboli
Department of Epidemiology and Public Health
Imperial College, St Mary's Campus
Norfolk Place, London W2 1PG

Tel  +44 (0)20 7594 1602     Fax (+44) 020 7594 3193

f.calboli [.a.t] imperial.ac.uk
f.calboli [.a.t] gmail.com