vcov.mleDb: Retrieve the covariance matrix from an '"mleDb"' object.
In dbd: Discretised Beta Distribution

Description Usage Arguments Details Value Author(s) See Also Examples

Extract the covariance matrix attribute an object of class "mleDb". I.e. obtain the estimated covariance matrix of the maximum likelihood estimates of the parameters of a db distribution.

1 2	## S3 method for class 'mleDb' vcov(object, ...)

`object`	An object of class `"mleDb"` as returned by `mleDb()`.
`...`	Not used.

The estimated covariance matrix is the inverse of the hessian of the negative log likelihood. (This may also be referred to as the observed Fisher information — the Fisher information evaluated at the maximum likelihood estimates of the parameters).

A two-by-two positive definite (with any luck!) numeric matrix. It is an estimate of the covariance matrix of the parameter estimates.

Rolf Turner r.turner@auckland.ac.nz

vcov.mleBb) mleDb()

X <- hmm.discnp::SydColDisc
X$y <- as.numeric(X$y)
X <- split(X,f=with(X,interaction(locn,depth)))
fitz <- lapply(X,function(x){mleDb(x$y,ntop=5)})
lapply(fitz,vcov)