Extract the covariance matrix of a fitted model — vcov.skmle • skmle

Extract the covariance matrix of a fitted model

Usage

# S3 method for class 'skmle'
vcov(object, ...)

# S3 method for class 'kee'
vcov(object, ...)

# S3 method for class 'kee_td'
vcov(object, time = NULL, ...)

Arguments

object: A fitted skmle, kee or kee_td object.
...: Unused.
time: For a kee_td fit, the target time whose covariance matrix is wanted. Matched to the nearest fitted target time. When NULL the full list of matrices is returned, one per target time.

Value

For skmle and kee, the estimated covariance matrix of the regression coefficients. For kee_td, see time.

Examples

set.seed(1)
d <- sim_async_data(n = 120)
fit <- kee_async(d$y, d$x, y ~ x, id = id, time = time, h = 0.3)
vcov(fit)
#>               (Intercept)             x
#> (Intercept)  0.0099252555 -0.0002930651
#> x           -0.0002930651  0.0082048377