cov.psamp {covreg}R Documentation

Posterior samples of the covariance matrices from the covariance regression model

Description

Calculates the posterior samples of the covariance matrices based on the posterior samples of the parameters and the explanatory variables in the covariance regression model.

Usage

cov.psamp(fit)

Arguments

fit

the returned object from covreg.mcmc

Value

MCMC samples of the covariance matrices given the explanatory variables specified in the model.

Author(s)

Xiaoyue Niu and Peter Hoff


[Package covreg version 1.0 Index]