curl --request POST \
  --url https://api.fincept.in/quantlib/physics/entropy/fisher-information \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "data": [
    0.012,
    -0.005,
    0.018,
    0.003,
    -0.008,
    0.015,
    0.007,
    -0.002
  ],
  "parameter": 0.01
}
'

{
  "success": true,
  "data": {
    "fisher_information": 125.67
  }
}

{
  "detail": "Invalid API key"
}

{
  "detail": "Insufficient credits. This endpoint requires 5 credits."
}

{
  "detail": [
    {
      "loc": [
        "<string>"
      ],
      "msg": "<string>",
      "type": "<string>"
    }
  ]
}

quantlib-physics

Calculate Fisher Information

Calculates the Fisher information, which measures the amount of information that an observable random variable carries about an unknown parameter. Fisher information is fundamental in parameter estimation, providing the Cramér-Rao lower bound on estimator variance. Higher Fisher information means more precise parameter estimates are possible.

Use Cases:

Assess quality of parameter estimates in models
Determine optimal data collection strategies
Evaluate information content for calibration
Cramér-Rao bounds for risk measures
Model sensitivity and parameter identifiability

Formula: I(θ) = E[(∂log f(X;θ)/∂θ)²]

Cramér-Rao bound: Var(θ̂) ≥ 1/I(θ)

Credits: 5 credits per request (Pro Tier) [Tier: ENTERPRISE, Credits: 10]

POST

quantlib

physics

entropy

fisher-information

curl --request POST \
  --url https://api.fincept.in/quantlib/physics/entropy/fisher-information \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "data": [
    0.012,
    -0.005,
    0.018,
    0.003,
    -0.008,
    0.015,
    0.007,
    -0.002
  ],
  "parameter": 0.01
}
'

{
  "success": true,
  "data": {
    "fisher_information": 125.67
  }
}

{
  "detail": "Invalid API key"
}

{
  "detail": "Insufficient credits. This endpoint requires 5 credits."
}

{
  "detail": [
    {
      "loc": [
        "<string>"
      ],
      "msg": "<string>",
      "type": "<string>"
    }
  ]
}

Authorizations

X-API-Key

string

header

required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json

data

number[]

required

Sample data for Fisher information estimation

Example:

[
  0.95,
  1.02,
  0.98,
  1.05,
  0.97,
  1.01,
  0.99,
  1.03
]

parameter

number

default:1

required

Parameter value at which to evaluate Fisher information

Example:

1

Response

Fisher information calculated successfully

success

boolean

Example:

true

data

object

Show child attributes

Free Tier (0 credits)

Basic Tier (1 credit)

Standard Tier (2 credits)

Pro Tier (5 credits)

Enterprise Tier (10 credits)

Calculate Fisher Information

Authorizations

Body

Response