VarCorr function

Extract Variance-Covariance Matrix

This function extracts the variance-covariance matrix of the random effects from a fitted lqmm object.

## S3 method for class 'lqmm'
VarCorr(x, sigma = NULL, ...)

Arguments

• x: an object of class "lqmm".
• sigma: not used.
• ...: not used.

Details

This function returns the variance or the variance-covariance matrix of the random effects. It calls covHandling to manage the output of lqmm.fit.gs or lqmm.fit.df. A post-fitting approximation to the nearest positive (semi)definite matrix (Higham, 2002) is applied if necessary. The generic function VarCorr is imported from the nlme package (Pinheiro et al, 2014).

References

Higham N (2002). Computing the Nearest Correlation Matrix - A Problem from Finance. IMA Journal of Numerical Analysis, 22, 329-343.

Pinheiro J, Bates D, DebRoy S, Sarkar D and R Core Team (2014). nlme: Linear and Nonlinear Mixed Effects Models. R package version 3.1-117, https://CRAN.R-project.org/package=nlme.

Author(s)

Marco Geraci

See Also

lqmm

coef.lqmm