vcov.hpaSelection

Extract covariance matrix from hpaSelection object

Multivariate conditional and marginal densities, moments, cumulative distribution functions as well as binary choice and sample selection models based on Hermite polynomial approximation which was proposed and described by A. Gallant and D. W. Nychka (1987) <doi:10.2307/1913241>.

Potanin Bogdan

Distributions Hermite Polynomial Approximation

vcov.hpaSelection function

<dl><dt>object</dt>
<dd>Object of class "hpaSelection"</dd>
<dt>...</dt>
<dd>further arguments (currently ignored)</dd></dl>

Arguments

Extract covariance matrix from hpaSelection object — vcov.hpaSelection

<dl>

<dt>object</dt>
<dd>Object of class "hpaSelection"</dd>


<dt>...</dt>
<dd>further arguments (currently ignored)</dd>

</dl>

vcov.hpaSelection: Extract covariance matrix from hpaSelection object

Description

Usage

Arguments