Variance-covariance matrix of the estimates of a "Renouv" object

Variance-covariance matrix of the estimates of a "Renouv" object.

Usage

# S3 method for Renouv
vcov(object, ...)

Arguments

object

Object of class "Renouv".

...

Not used at the time.

Value

A variance-covariance matrix. The rows an columns correspond to the parameters of the Renouv object. The are the rate "lambda" for the Poisson process, and the parameters of the distribution for the excesses over the threshold, with names depending on the chosen distribution.

Author

Yves Deville

See also

The vcov generic.