Variance - Covariance Matrix of SECR Parameters
Variance-covariance matrix of beta or real parameters from fitted secr model.
## S3 method for class 'secr'
vcov(object, realnames = NULL, newdata = NULL,
byrow = FALSE, ...)object |
secr object output from the function |
realnames |
vector of character strings for names of ‘real’ parameters |
newdata |
dataframe of predictor values |
byrow |
logical for whether to compute covariances among ‘real’ parameters for each row of new data, or among rows for each real parameter |
... |
other arguments (not used) |
By default, returns the matrix of variances and covariances among the estimated model coefficients (beta parameters).
If realnames and newdata are specified, the result is
either a matrix of variances and covariances for each ‘real’ parameter
among the points in predictor-space given by the rows of newdata
or among real parameters for each row of newdata. Failure to
specify newdata results in a list of variances only.
A matrix containing the variances and covariances among beta parameters
on the respective link scales, or a list of among-parameter variance-covariance
matrices, one for each row of newdata, or a list of among-row variance-covariance
matrices, one for each ‘real’ parameter.
## previously fitted secr model vcov(secrdemo.0)
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