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 simon.wood@r-project.org
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.