vcov.gam
Extract parameter (estimator) covariance matrix from GAM fit
Description
Extracts the Bayesian posterior covariance matrix of the parameters or frequentist covariance matrix of the parameter estimators from a fitted gam
object.
Usage
## S3 method for class 'gam' vcov(object, freq = FALSE, dispersion = NULL,unconditional=FALSE, ...)
Arguments
object | fitted model object of class |
freq |
|
dispersion | a value for the dispersion parameter: not normally used. |
unconditional | if |
... | other arguments, currently ignored. |
Details
Basically, just extracts object$Ve
or object$Vp
from a gamObject
.
Value
A matrix corresponding to the estimated frequentist covariance matrix of the model parameter estimators/coefficients, or the estimated posterior covariance matrix of the parameters, depending on the argument freq
.
Author(s)
Henric Nilsson. Maintained by Simon N. Wood [email protected]
References
Wood, S.N. (2006) On confidence intervals for generalized additive models based on penalized regression splines. Australian and New Zealand Journal of Statistics. 48(4): 445-464.
See Also
Examples
require(mgcv) n <- 100 x <- runif(n) y <- sin(x*2*pi) + rnorm(n)*.2 mod <- gam(y~s(x,bs="cc",k=10),knots=list(x=seq(0,1,length=10))) diag(vcov(mod))
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Licensed under the GNU General Public License.