Description Usage Arguments Details Value Author(s) See Also
Returns the variance-covariance matrix of the parameter estimates of a fitted gcrq model object.
1 2 |
object |
a fitted model object of class |
term |
if specified the returned covariance matrix includes entries relevant to parameter estimates for that 'term' only. If missing, the returned matrices refer to all model parameter estimates. Currently |
type |
Which cov matrix should be returned? |
... |
additional arguments. |
If the "gcrq"
object includes results from bootstrap runs (namely the component boot.coef
is not NULL
),
Bootstrap-based covariance matrix is computable only if the object fit has been obtained by specifying n.boot>0
in vcov.gcrq()
.
A list (with length equal to the length of tau
specified in gcrq
) of square matrices. Namely the list includes the covariance matrices of the parameter estimates for each regression quantile curve.
Vito Muggeo
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