Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

getVarCov

Extract variance-covariance matrix


Description

Extract the variance-covariance matrix from a fitted model, such as a mixed-effects model.

Usage

getVarCov(obj, ...)
## S3 method for class 'lme'
getVarCov(obj, individuals,
    type = c("random.effects", "conditional", "marginal"), ...)
## S3 method for class 'gls'
getVarCov(obj, individual = 1, ...)

Arguments

obj

A fitted model. Methods are available for models fit by lme and by gls

individuals

For models fit by lme a vector of levels of the grouping factor can be specified for the conditional or marginal variance-covariance matrices.

individual

For models fit by gls the only type of variance-covariance matrix provided is the marginal variance-covariance of the responses by group. The optional argument individual specifies the group of responses.

type

For models fit by lme the type argument specifies the type of variance-covariance matrix, either "random.effects" for the random-effects variance-covariance (the default), or "conditional" for the conditional. variance-covariance of the responses or "marginal" for the the marginal variance-covariance of the responses.

...

Optional arguments for some methods, as described above

Value

A variance-covariance matrix or a list of variance-covariance matrices.

Author(s)

See Also

Examples

fm1 <- lme(distance ~ age, data = Orthodont, subset = Sex == "Female")
getVarCov(fm1)
getVarCov(fm1, individual = "F01", type = "marginal")
getVarCov(fm1, type = "conditional")
fm2 <- gls(follicles ~ sin(2*pi*Time) + cos(2*pi*Time), Ovary,
           correlation = corAR1(form = ~ 1 | Mare))
getVarCov(fm2)

nlme

Linear and Nonlinear Mixed Effects Models

v3.1-152
GPL (>= 2) | file LICENCE
Authors
José Pinheiro [aut] (S version), Douglas Bates [aut] (up to 2007), Saikat DebRoy [ctb] (up to 2002), Deepayan Sarkar [ctb] (up to 2005), EISPACK authors [ctb] (src/rs.f), Siem Heisterkamp [ctb] (Author fixed sigma), Bert Van Willigen [ctb] (Programmer fixed sigma), Johannes Ranke [ctb] (varConstProp()), R-core [aut, cre]
Initial release
2021-02-03

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.