vcov.rtsFit: Extract the Variance-Covariance matrix for a rtsFit object
Description
Returns the calculated variance-covariance matrix for a rtsFit object that was fit using maximum likelihood methods.
Bayesian models will return an error.
Usage
# S3 method for rtsFit
vcov(object, ...)
Value
A variance-covariance matrix.
Arguments
- object
A rtsFit object.
- ...
Further arguments passed from other methods