secr (version 1.3.0)

vcov.secr: Variance - Covariance Matrix of SECR Parameters

Description

Variance-covariance matrix of beta or real parameters from fitted secr model.

Usage

## S3 method for class 'secr':
vcov(object, realnames = NULL, newdata = NULL, 
    byrow = FALSE, ...)

Arguments

object

secr object output from the function secr.fit

realnames

vector of character strings for names of 'real' parameters

newdata

dataframe of predictor values

byrow

logical for whether to compute covariances among 'real' parameters for each row of new data, or among rows for each real parameter

...

other arguments (not used)

Value

• A matrix containing the variances and covariances among beta parameters on the respective link scales, or a list of among-parameter variance-covariance matrices, one for each row of newdata, or a list of among-row variance-covariance matrices, one for each 'real' parameter.

Details

By default, returns the matrix of variances and covariances among the estimated model coefficients (beta parameters). If realnames and newdata are specified, the result is either a matrix of variances and covariances for each 'real' parameter among the points in predictor-space given by the rows of newdata or among real parameters for each row of newdata. Failure to specify newdata results in a list of variances only.

See Also

vcov, secr.fit, print.secr

Examples

## Use previosuly fitted secr object
data(secrdemo)
vcov(secrdemo.0)