Function fdHess (in the nlme package) may be useful,
hth, ingmar

On 26 Jun 2007, at 13:58, Federico Calboli wrote:

> 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
>
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> and provide commented, minimal, self-contained, reproducible code.

Ingmar Visser
Department of Psychology, University of Amsterdam
Roetersstraat 15
1018 WB Amsterdam
The Netherlands
t: +31-20-5256735



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