VarCorr: Extract Variance-Covariance Matrix

In lqmm: Linear Quantile Mixed Models

Extract Variance-Covariance Matrix

Description

This function extracts the variance-covariance matrix of the random effects from a fitted lqmm object.

Usage

## S3 method for class 'lqmm'
VarCorr(x, sigma = NULL, ...)

Arguments

x	an object of class "lqmm".
sigma	not used.
...	not used.

Details

This function returns the variance or the variance-covariance matrix of the random effects. It calls covHandling to manage the output of lqmm.fit.gs or lqmm.fit.df. A post-fitting approximation to the nearest positive (semi)definite matrix (Higham, 2002) is applied if necessary. The generic function VarCorr is imported from the nlme package (Pinheiro et al, 2014).

Author(s)

Marco Geraci

References

Higham N (2002). Computing the Nearest Correlation Matrix - A Problem from Finance. IMA Journal of Numerical Analysis, 22, 329-343.

Pinheiro J, Bates D, DebRoy S, Sarkar D and R Core Team (2014). nlme: Linear and Nonlinear Mixed Effects Models. R package version 3.1-117, https://CRAN.R-project.org/package=nlme.

See Also

lqmm coef.lqmm

lqmm documentation built on April 6, 2022, 5:09 p.m.