vcov.izip: Extracting the Variance-Covariance Matrix from a iZIP...

Description Usage Arguments Value Examples

View source: R/summarize_extract.R

Description

Extracting the Variance-Covariance Matrix from a iZIP Log-Linear or INGARCH Model Fit

Usage

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

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

Arguments

object

an object class 'izip' or 'tsizip' object, obtained from a call to glm.izip or tsglm.izip

...

other arguments passed to or from other methods (currently unused).

Value

The method will return the estimated covariances between the parameter estimates of the fitted iZIP log-linear or INGARCH model.

Examples

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data(bioChemists)
M_bioChem <- glm.izip(art ~ ., data = bioChemists)
vcov(M_bioChem)


data(arson)
M_arson <- tsglm.izip(arson ~ 1, past_mean_lags = 1, past_obs_lags = c(1, 2))
vcov(M_arson)

thomas-fung/izipr documentation built on Dec. 23, 2021, 9:57 a.m.