[R] Fisher Imformation

[Uwe Ligges]

On 04.02.2012 15:36, Christopher Kelvin wrote:
>
> Hello,
> i have used the code below to estimate the parameters of weibull distribution and i want to obtain the fisher information
> by providing the the next code but i receive errors anytime i try to, what do i do?
> by the way is my replication correct and is it placed at the right position for replicating x to obtain the estimates
> thank you
>
> n=100
> library(survival)
> x<-rweibull(n,0.8,1.5)
> q<-replicate(1000,x)
> z<-function(p){
> beta<-p[1]
> eta<-p[2]
> log1<-(n*log(beta)-n*beta*log(eta)+(beta-1)*sum(log(x))-sum((x/eta)^beta))
> return(-log1)
> }
> zz<-optim(c(0.5,0.5),z)
> zz
>
> library(MASS)
> out<- nlm(z,zz,x=x hessian = TRUE)

Syntactically wrong: A comma is missing.
Meaningless:  zz is an object returned by optim. You cannot use such an 
object as starting value for the opimization of your z function.

Uwe Ligges

> fish<- out$hessian
> fish
> solve(fish)
>
>
>
> Chris Guure
> postgraduate researcher/tutor
> Institute for Mathematical Research
> Universiti Putra Malaysia
>
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