est_covariance: Uncertainty estimate of marginal posterior parameters

Description Usage Arguments

Description

Calculate a covariance matrix of the marginal posterior parameters, based on an unbiased estimate of the inverse of the observed Fisher information.

Usage

1
est_covariance(fit.gmo, ...)

Arguments

fit.gmo

An object of reference class "gmo".


stan-dev/gmo documentation built on May 30, 2019, 8:45 a.m.