Uses block-wise inversion of the negative Hessian, with a clear split between the regression coefficients (beta) and the Bernstein polynomial coefficients (gamma).
# S3 method for spbp
vcov(object, bp.param = FALSE, mask_unstable_gamma = TRUE, ...)the variance-covariance matrix associated with the regression coefficients.
an object of the class spbp
return Bernstein Polynomial variance.
when TRUE (default), set
\(\gamma\)-related entries to NA if the Bernstein information block
is ill-conditioned. Set FALSE internally when propagating survival
uncertainty despite instability.
arguments passed to parent method.