vcov.fmx: Variance-Covariance of fmx Object

In fmx: Finite Mixture Parametrization

Variance-Covariance of fmx Object

Description

..

Usage

## S3 method for class 'fmx'
vcov(object, internal = FALSE, ...)

Arguments

object	fmx object
internal	logical scalar, either for the user-friendly parameters (FALSE, default) (e.g., ⁠mean,sd⁠ for normal mixture, and ⁠A,B,g,h⁠ for Tukey g-and-h mixture), or for the internal/unconstrained parameters (TRUE).
...	place holder for S3 naming convention

Details

Function vcov.fmx() returns the approximate asymptotic variance-covariance matrix of the user-friendly parameters via delta-method (parm = 'user'), or the asymptotic variance-covariance matrix of the internal/unconstrained parameters (parm = 'internal'). When the distribution has constraints on one or more parameters, function vcov.fmx() does not return the variance/covariance involving the constrained parameters.

Value

Function vcov.fmx() returns a matrix.

fmx documentation built on April 3, 2025, 7:09 p.m.