Covariance Matrix for a Fitted EV Model

Covariance matrix for the estimated parameters of an Bayes0 object.

Usage

# S3 method for Bayes0
vcov(object, ...)

Arguments

object

An object whith class "Bayes0".

...

Not used yet.

Value

A covariance matrix, usually of size 3.

Details

The covariance is usually computed by taking the covariance of the MCMC iterates as sored in object.