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spsurv (version 1.1.0)

vcov.spbp: Covariance of the regression coefficients

Description

Uses block-wise inversion of the negative Hessian, with a clear split between the regression coefficients (beta) and the Bernstein polynomial coefficients (gamma).

Usage

# S3 method for spbp
vcov(object, bp.param = FALSE, mask_unstable_gamma = TRUE, ...)

Value

the variance-covariance matrix associated with the regression coefficients.

Arguments

object

an object of the class spbp

bp.param

return Bernstein Polynomial variance.

mask_unstable_gamma

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.