vcov-methods: Methods for function vcov in Package 'MAINT.Data'

vcov–methodsR Documentation

Methods for function vcov in Package ‘MAINT.Data’

Description

S4 methods for function vcov. As in the generic vcov S3 ‘stats’ method, these methods extract variance-covariance estimates of parameter estimators, for the models fitted to Interval Data.

Usage


## S4 method for signature 'IdtNDE'
vcov(object, selmodel=BestModel(object), ...)
## S4 method for signature 'IdtSNDE'
vcov(object, selmodel=BestModel(object), ...)
## S4 method for signature 'IdtNandSNDE'
vcov(object, selmodel=BestModel(object), ...)
## S4 method for signature 'IdtMxNDE'
vcov(object, selmodel=BestModel(object), group=NULL, ...)
## S4 method for signature 'IdtMxSNDE'
vcov(object, selmodel=BestModel(object), group=NULL, ...)

Arguments

object

An object representing a model fitted to interval data.

selmodel

Selected model from a list of candidate models saved in object.

group

The group for each the estimated parameter variance-covariance will be returned. If NULL (default), “vcov” will return a three-dimensional array with a matrix of the estimated covariances between the parameter estimates for each group at each level of the third dimension. Note that this argument is only used in heterocedastic models, i.e. in the IdtMxNDE, IdtMxSNDE methods when the object slot “Hmcdt” is set to to FALSE.

...

Additional arguments for method functions.

Value

For the IdtNDE, IdtSNDE and IdtNandSNDE methods or IdtMxNDE, IdtMxSNDE methods with slot “Hmcdt” equal to TRUE: a matrix of the estimated covariances between the parameter estimates. For the IdtMxNDE, and IdtMxSNDE methods with slot “Hmcdt” equal to FALSE: if argument “group” is set to NULL, a three-dimensional array with a matrix of the estimated covariances between the parameter estimates for each group at each level of the third dimension. If argument “group” is set to an integer, the matrix with the estimated covariances between the parameter estimates, for the group chosen.

See Also

stdEr


MAINT.Data documentation built on April 4, 2023, 9:09 a.m.