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fmx (version 0.1.2)

vcov.fmx: Variance-Covariance of fmx Object

Description

..

Usage

# S3 method for fmx
vcov(object, internal = FALSE, ...)

Value

Function vcov.fmx returns a matrix.

Arguments

object

fmx object

internal

logical scalar, either for the user-friendly parameters (FALSE, default) (e.g., mean,sd for normal mixture, and A,B,g,h for Tukey \(g\)-and-\(h\) mixture), or for the internal/unconstrained parameters (TRUE).

...

place holder for S3 naming convention

Details

Function vcov.fmx returns the approximate asymptotic variance-covariance matrix of the user-friendly parameters via delta-method (parm = 'user'), or the asymptotic variance-covariance matrix of the internal/unconstrained parameters (parm = 'internal'). When the distribution has constraints on one or more parameters, function vcov.fmx does not return the variance/covariance involving the constrained parameters.