varcov: Calculate (co)variance matrix of an ARF model.

Description Usage Arguments Details Value Author(s) See Also

Description

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.

Usage

1
varcov(arfmodel)

Arguments

arfmodel

A valid ARF model object.

Details

varcov needs first-order derivatives and residual matrices, if they do not exist, they are created automatically.

Value

Returns an object of class "model" with the appropriate slots.

Author(s)

Wouter D. Weeda - w.d.weeda@gmail.com

See Also

model, processModel, makeDerivs, options


arf3DS4 documentation built on May 2, 2019, 5:16 p.m.