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vcov.dynrCook

Extract the Variance-Covariance Matrix of a dynrCook object


Description

Extract the Variance-Covariance Matrix of a dynrCook object

Usage

## 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

Details

This is the inverse Hessian of the transformed parameters.

Value

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


dynr

Dynamic Models with Regime-Switching

v0.1.16-2
GPL-3
Authors
Lu Ou [aut], Michael D. Hunter [aut, cre] (<https://orcid.org/0000-0002-3651-6709>), Sy-Miin Chow [aut] (<https://orcid.org/0000-0003-1938-027X>), Linying Ji [aut], Meng Chen [aut], Hui-Ju Hung [aut], Jungmin Lee [aut], Yanling Li [aut], Jonathan Park [aut], Massachusetts Institute of Technology [cph], S. G. Johnson [cph], Benoit Scherrer [cph], Dieter Kraft [cph]
Initial release
2021-03-12

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