Description Usage Arguments Details Value Author(s)

Determine the estimated variance-covariance matrix of observations *y*.

1 | ```
getV(obj)
``` |

`obj` |
(VCA) object |

A linear mixed model can be written as *y = Xb + Zg + e*, where *y* is the column
vector of observations, *X* and *Z* are design matrices assigning fixed (*b*),
respectively, random (*g*) effects to observations, and *e* is the column vector of
residual errors.
The variance-covariance matrix of *y* is equal to *Var(y) = ZGZ' + R*, where *R*
is the variance-covariance matrix of *e* and *G* is the variance-covariance matrix of *g*.
Here, *G* is assumed to be a diagonal matrix, i.e. all random effects *g* are mutually independent
(uncorrelated).

(VCA) object with additional elements in the 'Matrices' element, including matrix *V*.

Andre Schuetzenmeister [email protected]

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