vcov.dynrCook: Extract the Variance-Covariance Matrix of a dynrCook object
In dynr: Dynamic Models with Regime-Switching
vcov.dynrCook R Documentation
Extract the Variance-Covariance Matrix of a dynrCook object
Description
Extract the Variance-Covariance Matrix of a dynrCook object
Usage
## S3 method for class 'dynrCook'
vcov(object, ...)
Arguments
object
The dynrCook object for which the variance-covariance matrix is desired
...
further named arguments, ignored by this method
Details
This is the inverse Hessian of the transformed parameters.
Value
matrix. Asymptotic variance-covariance matrix of the transformed parameters.
dynr documentation built on May 29, 2024, 2:49 a.m.
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| vcov.dynrCook | R Documentation |
Extract the Variance-Covariance Matrix of a dynrCook object
Description
Extract the Variance-Covariance Matrix of a dynrCook object
Usage
## S3 method for class 'dynrCook'
vcov(object, ...)
Arguments
object |
The dynrCook object for which the variance-covariance matrix is desired |
... |
further named arguments, ignored by this method |
Details
This is the inverse Hessian of the transformed parameters.
Value
matrix. Asymptotic variance-covariance matrix of the transformed parameters.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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