vcov.Renouv: Variance-covariance matrix of the estimates of a "Renouv"...

In Renext: Renewal Method for Extreme Values Extrapolation

Variance-covariance matrix of the estimates of a "Renouv" object

Description

Variance-covariance matrix of the estimates of a "Renouv" object.

Usage

## S3 method for class 'Renouv'
vcov(object, ...)

Arguments

object	Object of class "Renouv".
...	Not used at the time.

Value

A variance-covariance matrix. The rows an columns correspond to the parameters of the Renouv object. The are the rate "lambda" for the Poisson process, and the parameters of the distribution for the excesses over the threshold, with names depending on the chosen distribution.

Author(s)

Yves Deville

See Also

The vcov generic.

Renext documentation built on Aug. 30, 2023, 1:06 a.m.