Returns the variance-covariance matrix of the estimated parameters of an oglmx object.
# S3 method for oglmx
vcov(object, tol = 1e-20, ... )an object of class "oglmx"
argument passed to qr.solve, defines the tolerance for detecting linear dependencies in the hessian matrix to be inverted.
further arguments, currently ignored.
A matrix of the estimated covariances between the parameter estimates obtained from inverting the Hessian at the returned parameter values in an oglmx object.