Your question is better addressed to the R-help@R-project.org mailing list,
which I am copying on this reply.

You are confusing a statistical concept, the Fisher Information matrix,
with a numerical concept, the Hessian matrix of a scalar function of a
vector argument.

The Fisher information matrix is the Hessian matrix of a particular
function at its optimum and I have forgotten whether that function is the
log-likelihood or negative twice the log-likelihood or ...  Rather than get
it wrong I am sending a copy of this reply to the list where many of the
readers will be able to answer you more reliably than I can.


On Tue, Jan 22, 2013 at 1:22 PM, Marcos Coque Jr <mcoquejr@yahoo.com.br>wrote:

> Dear Bates,
>
> I am using the fdHess function for R language.
> And I have a question.
>
> What is the relationship with the Hessian and Fisher Information in your
> function?
> Because I think that Fisher Information=-Hessian, but I found the oposite
> in your function.
> Maybe I be something wrong...
>
> Thanks,
>
> Marcos
>

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