A helper function to extract a covariance matrix.
# S4 method for pmcmcd_pomp
covmat(object, start = 1, thin = 1, expand = 2.38, ...)# S4 method for pmcmcList
covmat(object, start = 1, thin = 1, expand = 2.38, ...)
# S4 method for abcd_pomp
covmat(object, start = 1, thin = 1, expand = 2.38, ...)
# S4 method for abcList
covmat(object, start = 1, thin = 1, expand = 2.38, ...)
# S4 method for probed_pomp
covmat(object, ...)
When object is the result of a pmcmc or abc computation,
covmat(object) gives the covariance matrix of the chains.
This can be useful, for example, in tuning the proposal distribution.
When object is a ‘probed_pomp’ object (i.e., the result
of a probe computation), covmat(object) returns the
covariance matrix of the probes, as applied to simulated data.
an object extending ‘pomp’
the first iteration number to be used in estimating the covariance matrix.
Setting thin > 1 allows for a burn-in period.
factor by which the chains are to be thinned
the expansion factor
ignored