WeJAX documentation¶
Compute the Fisher Information Matrix (FIM) of your favorite models using their Jacobians; take advantage of automatic differentiation if your model is implemented in JAX to switly compute the Jacobian, or evaluate it numerically with finite differences.
WeJAX also provide convenience fonctions to invert the FIM and compute error bars and correlations on the estimated parameters, as well as nice-looking plots.
In Algonquian languages, a wejack is a species of American marten, a carnivorous mammal native to North America and member of the mustelid family. It is commonly known as a fisher (Pekania pennanti) in English. That makes it the perfect mascot for our Fisher matrix package written in JAX!