vcov.dynrCook function

Extract the Variance-Covariance Matrix of a dynrCook object

Extract the Variance-Covariance Matrix of a dynrCook object

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

Arguments

  • object: The dynrCook object for which the variance-covariance matrix is desired
  • ...: further named arguments, ignored by this method

Returns

matrix. Asymptotic variance-covariance matrix of the transformed parameters.

Details

This is the inverse Hessian of the transformed parameters.

  • Maintainer: Michael D. Hunter
  • License: GPL-3
  • Last published: 2023-11-28