vcov.ssym

<b>vcov.ssym</b> extracts the approximated variance-covariance matrix associated to the parameter estimates from an object of class ``"ssym".

This package allows to fit a regression model suitable for data analysis in which the conditional distribution of the response is symmetric continuous and where its location and dispersion parameters are explicitly modelled through semi-parametric functions, whose non-parametric components are approximated by natural cubic splines or P-splines.  Supported distributions for the model error include normal, Student-t, power exponential, symmetric hyperbolic, contaminated normal, slash, sinh-normal and sinh-t distributions.

vcov.ssym: vcov.ssym

Description

Arguments