vcov.WH_1d {WH} | R Documentation |
Compute variance-covariance matrix of fitted 1D WH model
Description
The variance-covariance matrix may be useful in case confidence intervals are required for quantities derived from the fitted values.
Usage
## S3 method for class 'WH_1d'
vcov(object, pred = TRUE, ...)
Arguments
object |
An object of class |
pred |
Should the variance-covariance matrix include the extrapolated values as well (if any) ? |
... |
Not used |
Value
The variance-covariance matrix for the fitted values
Examples
object <- WH(portfolio_mort$d, portfolio_mort$ec)
vcov(object)
object_extra <- predict(object, newdata = 40:99)
V <- vcov(object_extra)
[Package WH version 2.0.0 Index]