vcov.oglmx: Calculate Variance-Covariance Matrix for an oglmx Object

In oglmx: Estimation of Ordered Generalized Linear Models

Description

Returns the variance-covariance matrix of the estimated parameters of an oglmx object.

Usage

## S3 method for class 'oglmx'
vcov(object, tol = 1e-20, ... )

Arguments

object	an object of class "oglmx"
tol	argument passed to qr.solve, defines the tolerance for detecting linear dependencies in the hessian matrix to be inverted.
...	further arguments, currently ignored.

Value

A matrix of the estimated covariances between the parameter estimates obtained from inverting the Hessian at the returned parameter values in an oglmx object.

Author(s)

Nathan Carroll, [e-mail]

oglmx documentation built on May 2, 2019, 5:14 a.m.