Estimates var/cov matrix of inflation factors (1/prob detection) using a non-parametric bootstrap. Called by function Sight.Est if Vm.boot = TRUE.
covtheta(total, srates, stratum, subunit, covars, betas, varbetas, nboots)Estimated variance-covariance matrix for the inflation factors theta = (1/probability of detection). This is an n.animal x n.animal matrix.
Number of animals in each independently sighted group
Plot sampling probability (associated with the independently observed animal groups)
Stratum identifiers (associated with the independently observed animal groups)
Plot ID (associated with the independently observed animal groups)
Matrix of sightability covariates (associated with the independently observed animal groups)
Logistic regression parameter estimates (from fitted sightability model)
Estimated variance-covariance matrix for the logistic regression parameter estimates (from fitted sightability model)
Number of bootstrap resamples.
John Fieberg
Sight.Est