vcov.WH_2d {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_2d'
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_LTC$d, portfolio_LTC$ec)
V <- vcov(object)
object_extra <- predict(object, newdata = list(age = 60:109, duration = 0:19))
V <- vcov(object_extra)
[Package WH version 2.0.0 Index]