Information matrix of the Poisson point process
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lbelzile commented
There is a mistake in my code for the observed information matrix of the Poisson point process likelihood is wrong. The observed information coincides with the negative Hessian of the log-likelihood, but I don't get positive definite matrices necessarily...
The entries of the expected information matrix are given in Sharkey and Tawn (2018), but it would be wise to rederive them.
lbelzile commented
Fixed in v1.13