vcov.oglmx {oglmx} | R Documentation |
Calculate Variance-Covariance Matrix for an oglmx Object
Description
Returns the variance-covariance matrix of the estimated parameters of an oglmx object.
Usage
## S3 method for class 'oglmx'
vcov(object, tol = 1e-20, ... )
Arguments
object |
an object of class "oglmx" |
tol |
argument passed to qr.solve, defines the tolerance for detecting linear dependencies in the hessian matrix to be inverted. |
... |
further arguments, currently ignored. |
Value
A matrix of the estimated covariances between the parameter estimates obtained from inverting the Hessian at the returned parameter values in an oglmx object.
Author(s)
Nathan Carroll, nathan.carroll@ur.de
[Package oglmx version 3.0.0.0 Index]