Description Usage Arguments Details Value Author(s) See Also
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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