vcov.distfreereg {distfreereg} | R Documentation |
Calculate Covariance Matrices from distfreereg
Objects
Description
This is a vcov
method for objects of class distfreereg
. It calculates an estimated covariance matrix of the estimated parameters in a model from a distfreereg
object.
Usage
## S3 method for class 'distfreereg'
vcov(object, ..., jacobian_args, hessian_args)
Arguments
object |
Object of class |
... |
Additional parameters passed to other methods when |
jacobian_args , hessian_args |
Lists of additional arguments to pass to |
Details
When the test_mean
element of object
is of class function
, the covariance matrix is estimated using the method described in section 5.3 of Van der Vaart (1998). Otherwise, test_mean
is of a class that has its own method for vcov
, which is used to calculate the output.
Value
Named numeric matrix equal to the estimated covariance matrix of the parameter estimates from object
.
Warning
This calculation can be computationally intensive when the sample size is large and object$test_mean
is a function.
Note
If object
was created by calling distfreereg.default
directly, there is no estimated parameter vector, and therefore vcov.distfreereg
does not apply.
Author(s)
Jesse Miller
References
Vaart, A. W. Asymptotic statistics, 2007, Cambridge series on statistical and probabilistic mathematics, Cambridge University Press.
See Also
distfreereg
, confint.distfreereg