vcov.tramME {tramME}

Calculate the variance-covariance matrix of the parameters

Description

Extracts the covariance matrix of the selected parameters. The returned values are on the same scale as the estimated parameter values, i.e. the standard deviations of the random effect terms are on log scale.

Usage

## S3 method for class 'tramME'
vcov(
  object,
  parm = NULL,
  pargroup = c("all", "fixef", "shift", "baseline", "ranef", "smooth"),
  pmatch = FALSE,
  ...
)

Arguments

object

A fitted tramME object.

parm

The names of the parameters of interest. See in details.

pargroup

The name of the parameter group to return:

• all: All parameters.

• fixef: Fixed effects parameters.

• shift: Shift parameters.

• baseline: Parameters of the baseline transformation function.

• ranef: Variance components parameters.

• smooth: Paramaters that belong to the smooth shift terms (both FE and smoothing parameters).

pmatch

Logical. If TRUE, partial name matching is allowed.

...

Optional arguments passed to vcov.tramTMB

Details

Access to variances and covariances of penalized parameters is currently provided by the parm argument. Parameter names must be consistent with names in object$param.

Value

A numeric covariance matrix.

Examples

data("sleepstudy", package = "lme4")
fit <- BoxCoxME(Reaction ~ Days + (Days | Subject), data = sleepstudy, order = 10)
vcov(fit)
vcov(fit, pargroup = "ranef")
vcov(fit, pargroup = "baseline")
vcov(fit, parm = "Reaction") ## same as previous