Extract the covariance matrix of the model parameters or a subset of these for a particular model term

Extract the covariance matrix of the model parameters or a subset of these for a particular model term

Usage

get_vcov(
  object,
  unconditional = FALSE,
  frequentist = FALSE,
  term = NULL,
  by_level = NULL
)

Arguments

object

an R object from which a covariance matrix shall be extracted.

unconditional

logical; if TRUE (and only if frequentist == FALSE) then the bayesian smoothing parameter uncertainty-corrected covariance matrix is returned, if available. Whether it is available depends on which smoothness selection method was used to fit the model.

frequentist

logical; if FALSE, the default, the bayesian covariance matrix is returned, otherwise the frequentist covariance matrix.

term

character, length 1; return the subset of the covariance matrix for a particular smooth term. Only a single term can be selected.

by_level

character; currently unsued.

Value

a matrix containing the selected covariance matrix.

Author

Gavin L. Simpson