Description Usage Arguments Details Value See Also Examples
Returns the variance-covariance matrix of the parameters of a
fitted rsm
model object.
1 2 |
object |
a fitted model object of class |
correlation |
if |
... |
absobs any additional argument. |
This is a method for function vcov
for objects
of class rsm
.
A matrix of the estimated covariances between the parameter
estimates of a fitted regression-scale model, or, if
dispersion = TRUE
the correlation matrix.
vcov
, rsm.object
,
rsm
, summary.rsm
1 2 3 4 5 6 7 8 9 10 11 12 13 | ## Sea Level Data
data(venice)
attach(venice)
Year <- 1:51/51
c11 <- cos(2*pi*1:51/11) ; s11 <- sin(2*pi*1:51/11)
c19 <- cos(2*pi*1:51/18.62) ; s19 <- sin(2*pi*1:51/18.62)
venice.rsm <- rsm(sea ~ Year + I(Year^2) + c11 + s11 + c19 + s19,
family = extreme)
##
vcov(venice.rsm)
vcov(venice.rsm, corr = TRUE)
##
detach()
|
Loading required package: statmod
Loading required package: survival
Package "marg" 1.2-2 (2014-03-31)
Copyright (C) 2000-2014 A. R. Brazzale
This is free software, and you are welcome to redistribute
it and/or modify it under the terms of the GNU General
Public License published by the Free Software Foundation.
Package "marg" comes with ABSOLUTELY NO WARRANTY.
type `help(package="marg")' for summary information
(Intercept) Year I(Year^2) c11 s11
(Intercept) 26.4236263 -99.6908211 79.2874795 -1.87008823 -2.2077626
Year -99.6908211 492.4798242 -441.2333734 8.22710818 5.9492256
I(Year^2) 79.2874795 -441.2333734 424.4034807 -5.99596747 -2.9109546
c11 -1.8700882 8.2271082 -5.9959675 6.02593102 -0.1431278
s11 -2.2077626 5.9492256 -2.9109546 -0.14312780 4.7131884
c19 -1.6423903 5.9368779 -2.8778449 0.34054756 0.5295069
s19 -0.7599612 2.0630414 -1.3525486 -0.35879919 0.4244374
scale 0.9296567 -0.9963357 0.5760934 -0.07842388 0.1065999
c19 s19 scale
(Intercept) -1.64239034 -0.75996124 0.92965668
Year 5.93687794 2.06304137 -0.99633566
I(Year^2) -2.87784486 -1.35254864 0.57609339
c11 0.34054756 -0.35879919 -0.07842388
s11 0.52950692 0.42443739 0.10659989
c19 5.28490130 0.09399944 0.13163355
s19 0.09399944 5.13385833 0.29860320
scale 0.13163355 0.29860320 1.55150305
(Intercept) Year I(Year^2) c11 s11
(Intercept) 1.00000000 -0.87390604 0.74871914 -0.14820191 -0.19783301
Year -0.87390604 1.00000000 -0.96512744 0.15102224 0.12348347
I(Year^2) 0.74871914 -0.96512744 1.00000000 -0.11856533 -0.06508615
c11 -0.14820191 0.15102224 -0.11856533 1.00000000 -0.02685682
s11 -0.19783301 0.12348347 -0.06508615 -0.02685682 1.00000000
c19 -0.13898302 0.11637119 -0.06076583 0.06034583 0.10609521
s19 -0.06524892 0.04102908 -0.02897620 -0.06450857 0.08628480
scale 0.14519447 -0.03604418 0.02245056 -0.02564838 0.03942058
c19 s19 scale
(Intercept) -0.13898302 -0.06524892 0.14519447
Year 0.11637119 0.04102908 -0.03604418
I(Year^2) -0.06076583 -0.02897620 0.02245056
c11 0.06034583 -0.06450857 -0.02564838
s11 0.10609521 0.08628480 0.03942058
c19 1.00000000 0.01804616 0.04596972
s19 0.01804616 1.00000000 0.10580257
scale 0.04596972 0.10580257 1.00000000
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