Extract the posterior covariance matrix

Computes covariance across all retained draws of global model variables.

Usage

# S3 method for class 'RprobitB_fit'
vcov(object, ...)

Arguments

object

[RprobitB_fit]
Fitted choice model.

...

Currently not used.

Value

A symmetric numeric matrix whose rows and columns are the global posterior variables returned by coef().

Details

The returned matrix is the covariance of the posterior distribution, not the sampling covariance of an estimator. It is reported through stats::vcov() because it is the standard way to ask a fitted model for the covariance of its parameters.

Examples

set.seed(1)
model <- fit(choice ~ x + y | 0, chains = 1)
vcov(model)
#>          beta[x]   beta[y]
#> beta[x] 0.338998 0.5167580
#> beta[y] 0.516758 0.9846016