Fisher information matrix
computes an Fisher
= ecmnfish(Data
,Covariance
)NUMPARAMS
-by-NUMPARAMS
Fisher information
matrix based on the current maximum likelihood parameter estimates.
Use ecmnfish
after estimating the mean and covariance of
Data
with ecmnmle
.
adds optional arguments for Fisher
= ecmnfish(___,InvCovar
,MatrixType
)InvCovar
and
MatrixType
.