gllvm (version 2.0.5)

se.gllvm: Standard errors for gllvm model

Description

Calculates Hessian and standard errors for gllvm model.

Usage

# S3 method for gllvm
se(object, ...)

Value

sd

list of standard errors of parameters

Hess

list including Hessian matrix and approximative covariance matrix of parameters

Arguments

object

an object of class 'gllvm'.

...

not used.

Author

Jenni Niku <[e-mail]>

Details

Computes Hessian and standard errors for gllvm model.

References

Dunn, P. K., and Smyth, G. K. (1996). Randomized quantile residuals. Journal of Computational and Graphical Statistics, 5, 236-244.

Hui, F. K. C., Taskinen, S., Pledger, S., Foster, S. D., and Warton, D. I. (2015). Model-based approaches to unconstrained ordination. Methods in Ecology and Evolution, 6:399-411.

Examples

data(eSpider)
mod <- gllvm(eSpider$abund, num.lv = 2, family = "poisson", sd.errors = FALSE)
# Calculate standard errors after fitting
sdErr <- se(mod)
# Store the standard errors in the right place
mod$sd <-sdErr$sd
# Store the Hessian in the right place
mod$Hess <- sdErr$Hess