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 <mcoqu...@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 > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.