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vcov.rmsb

Variance-Covariance Matrix

Description

Computes the variance-covariance matrix from the posterior draws by compute the sample covariance matrix of the draws

Usage

## S3 method for class 'rmsb'
vcov(object, regcoef.only = TRUE, intercepts = "all", ...)

Arguments

object

an object produced by an rms package Bayesian fitting function
regcoef.only

set to FALSE to also include non-regression coefficients such as shape/scale parameters
intercepts

set to 'all' to include all intercepts (the default), 'none' to exclude them all, or a vector of integers to get selected intercepts
...

ignored

Value

matrix

Author(s)

Frank Harrell

See Also

Examples

## Not run: 
  f <- blrm(...)
  v <- vcov(f)

## End(Not run)
rmsb

Bayesian Regression Modeling Strategies

v0.0.2
GPL (>= 3)
Authors
Frank Harrell [aut, cre] (<https://orcid.org/0000-0002-8271-5493>), Ben Goodrich [ctb] (contributed Stan code), Ben Bolker [ctb] (wrote original code that is folded into the pdensityContour function), Doug Bates [ctb] (write original code for highest posterior density interval that is folded into the HPDint function)
Initial release
2021-02-27

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