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Observed Fisher Information Matrix for Finite Mixture Model

Mahdi Teimouri

Last update: 25 February 2024

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.2.2, 1.1.1, 1.2.3

Description

Developed for the following tasks. 1- simulating realizations from the canonical, restricted, and unrestricted finite mixture models. 2- Monte Carlo approximation for density function of the finite mixture models. 3- Monte Carlo approximation for the observed Fisher information matrix, asymptotic standard error, and the corresponding confidence intervals for parameters of the mixture models sing the method proposed by Basford et al. (1997) <https://espace.library.uq.edu.au/view/UQ:57525>.

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