Description Usage Arguments Details Value Author(s) See Also
View source: R/covarianceFunctions.R
Calculate (co)variance matrix of the parameters in an ARF model using Sandwich estimation. The method of Sandwich estimation can be modified via the options
object of the ARF model.
1 | varcov(arfmodel)
|
arfmodel |
A valid ARF model object. |
varcov
needs first-order derivatives and residual matrices, if they do not exist, they are created automatically.
Returns an object of class "model" with the appropriate slots.
Wouter D. Weeda - w.d.weeda@gmail.com
model
, processModel
, makeDerivs
, options
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