algebraic.dist (version 0.9.1)

vcov.empirical_dist: Method for obtaining the variance of empirical_dist object x.

Description

Method for obtaining the variance of empirical_dist object x.

Usage

# S3 method for empirical_dist
vcov(object, ...)

Value

The sample variance-covariance matrix.

Arguments

object

The empirical distribution object.

...

Additional arguments to pass (not used).

Examples

ed <- empirical_dist(c(1, 2, 3, 4, 5))
vcov(ed) # sample variance

ed_mv <- empirical_dist(matrix(rnorm(20), ncol = 2))
vcov(ed_mv) # 2x2 covariance matrix