Sampling Covariance Matrix of the Parameter Estimates
Source:R/fitDTVARMx-methods-fit-dt-var-mx.R
vcov.dtvarmx.Rd
Sampling Covariance Matrix of the Parameter Estimates
Usage
# S3 method for class 'dtvarmx'
vcov(object, alpha = TRUE, psi = TRUE, theta = TRUE, ...)
Arguments
- object
Object of class
dtvarmx
.- alpha
Logical. If
alpha = TRUE
, include estimates of thealpha
vector, if available. Ifalpha = FALSE
, exclude estimates of thealpha
vector.- psi
Logical. If
psi = TRUE
, include estimates of thepsi
matrix, if available. Ifpsi = FALSE
, exclude estimates of thepsi
matrix.- theta
Logical. If
theta = TRUE
, include estimates of thetheta
matrix, if available. Iftheta = FALSE
, exclude estimates of thetheta
matrix.- ...
additional arguments.