vcov.GPPM: Variance-Covariance Matrix

In karchjd/gppm: Gaussian Process Panel Modeling

Description

Returns the variance-covariance matrix of the parameters of a fitted GPPM.

Usage

## S3 method for class 'GPPM'
vcov(object, ...)

Arguments

object	object of class GPPM. Must be fitted, that is, a result from fit.GPPM.
...	additional arguments (currently not used).

Value

A matrix of the estimated covariances between the parameter estimates. This has row and column names corresponding to the parameter names.

See Also

Other functions to extract from a GPPM: SE, coef.GPPM, confint.GPPM, covf, datas, fitted.GPPM, getIntern, logLik.GPPM, maxnObs, meanf, nObs, nPars, nPers, nPreds, parEsts, pars, preds

Examples

data("demoLGCM")
lgcm <- gppm('muI+muS*t','varI+covIS*(t+t#)+varS*t*t#+(t==t#)*sigma',
        demoLGCM,'ID','y')
lgcmFit <- fit(lgcm)
covMat <- vcov(lgcmFit)

karchjd/gppm documentation built on May 27, 2019, 11:49 p.m.