blm and lexpit objects.Returns Hessian-based variance-covariance matrix of the fit of a blm or lexpit model. If any constraints are active, only the augmented Lagrangian takes this into account in the Hessian computation, so if augmented is FALSE, i.e. the adaptive barrier method of optimization is used, the covariance-variance might be inaccurate.
signature(object = "blm"):
Extractor for variance-covariance of MLEs.
signature(object = "lexpit"):
Extractor for variance-covariance of MLEs.