vcov.fmx {fmx}R Documentation

Variance-Covariance of fmx Object

Description

..

Usage

## S3 method for class 'fmx'
vcov(object, internal = FALSE, ...)

Arguments

object

fmx object

internal

logical scalar, either for the user-friendly parameters (FALSE, default) (e.g., ⁠mean,sd⁠ for normal mixture, and ⁠A,B,g,h⁠ for Tukey g-and-h mixture), or for the internal/unconstrained parameters (TRUE).

...

place holder for S3 naming convention

Details

Function vcov.fmx returns the approximate asymptotic variance-covariance matrix of the user-friendly parameters via delta-method (parm = 'user'), or the asymptotic variance-covariance matrix of the internal/unconstrained parameters (parm = 'internal'). When the distribution has constraints on one or more parameters, function vcov.fmx does not return the variance/covariance involving the constrained parameters.

Value

Function vcov.fmx returns a matrix.


[Package fmx version 0.1.2 Index]