vcov.dynrCook

The dynrCook object for which the variance-covariance matrix is desired

object

further named arguments, ignored by this method


Extract the Variance-Covariance Matrix of a dynrCook object


Dynamic modeling of all kinds in R. These include models of
processes in discrete time or continuous time. They also include processes
that are linear or nonlinear. Latent variables can be continuous (e.g. state
space models) or discrete (e.g. regime-switching models). The general approach
involves maximum likelihood estimation of single- and multi-subject models of
latent time series with the extended Kalman filter and Kim filter. The user
provides recipes and data which are combined into a model that is then cooked to
obtain free parameter estimates.

vcov.dynrCook: Extract the Variance-Covariance Matrix of a dynrCook object

Description

Usage

Arguments

Details