Visualize the eigenvalue spectrum and parameter loadings of a Fisher information matrix.
Examples
spec <- model_spec(
loglik_fn = function(y, mu, sigma) sum(dnorm(y, mu, sigma, log = TRUE)),
par_names = c("mu", "sigma"),
par_bounds = list(sigma = c(1e-6, Inf))
)
y <- rnorm(100, mean = 5, sd = 2)
info <- fisher_information(spec, y, par = c(mu = 5, sigma = 2))
plot(info)
plot(info, type = "loadings")