cov.lqmm: Extract Variance-Covariance Matrix
Description
cov.lqmm extracts the variance-covariance matrix from a fitted lqmm object.Usage
cov.lqmm(object, ...)
Arguments
object
an object of class "lqmm". Details
This function returns the variance or the variance-covariance matrix of the random effects. It calls covHandling to manage the output of lqmm.fit.gs or lqmm.fit.df. A post-fitting approximation to the nearest positive (semi)definite matrix (Higham, 2002) is applied if necessary.References
Higham N (2002). Computing the Nearest Correlation Matrix - A Problem from Finance. IMA Journal of Numerical Analysis, 22, 329-343.