rawlik
/ cramer_rao.py
Last active
March 5, 2022 15:04
Python module to numerically calculate Cramer-Rao bounds.
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| import pylab as pl | |
| from scipy.misc import derivative | |
| import inspect | |
| def cramer_rao(model, p0, X, noise, show_plot=False): | |
| """Calulate inverse of the Fisher information matrix for model | |
| sampled on grid X with parameters p0. Assumes samples are not | |
| correlated and have equal variance noise^2. | |
| Parameters |