vcov.rmsb: Variance-Covariance Matrix

In rmsb: Bayesian Regression Modeling Strategies

Variance-Covariance Matrix

Description

Computes the variance-covariance matrix from the posterior draws by compute the sample covariance matrix of the draws

Usage

## S3 method for class 'rmsb'
vcov(object, regcoef.only = TRUE, intercepts = "all", ...)

Arguments

object	an object produced by an rms package Bayesian fitting function
regcoef.only	set to FALSE to also include non-regression coefficients such as shape/scale parameters
intercepts	set to 'all' to include all intercepts (the default), 'none' to exclude them all, or a vector of integers to get selected intercepts
...	ignored

Value

matrix

Author(s)

Frank Harrell

See Also

rms::vcov.rms()

Examples

## Not run: 
  f <- blrm(...)
  v <- vcov(f)

## End(Not run)

rmsb documentation built on Sept. 11, 2024, 8:12 p.m.