Covariance matrix of the univariates scores.
scoreCov(scnu,scgam,pmf,index,margmodel)
scoreCov.ord(scgam,pmf,index)The matrix of the score functions with respect to \(\nu\).
The matrix of the score functions with respect to \(\gamma\).
The matrix of rectangle probabilities.
The bivariate pair.
Indicates the marginal model. Choices are “poisson” for Poisson, “bernoulli” for Bernoulli, and “nb1” , “nb2” for the NB1 and NB2 parametrization of negative binomial in Cameron and Trivedi (1998).
Covariance matrix of the univariates scores \(\Omega_i\).
The covariance matrix \(\Omega_i\) of \( s_i(a)\) computed from the fitted discretized MVN model with estimated parameters \({\tilde a}, {\tilde R}\).
Note that scoreCov.ord is a variant of the code for ordinal (probit and logistic) regression.