VarCorr.lqmm: Extract Variance-Covariance Matrix
In gforge/lqmm_gforge: Linear Quantile Mixed Models

Description Usage Arguments Details Author(s) References See Also

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

1 2	## S3 method for class 'lqmm' VarCorr(x, sigma = NULL, ...)

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

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).

Marco Geraci

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.

lqmm coef.lqmm

gforge/lqmm_gforge documentation built on Dec. 20, 2021, 10:42 a.m.