Variance-covariance matrix for a fitted longitudinal GAMLSS-copula model

Usage

# S3 method for class 'gamlss.longitudinal'
vcov(
  object,
  par = NA,
  sep_d2 = TRUE,
  numderiv = FALSE,
  method = c("analytical", "numderiv", "analytical_only"),
  progress = interactive(),
  h = 1e-04,
  ...
)

Arguments

object: A fitted gamlss.longitudinal object.
par: Optional parameter list for evaluating uncertainty away from the fitted coefficients.
sep_d2: Logical legacy argument retained for compatibility.
numderiv: Logical; use the numerical Hessian path.
method: Character; Hessian method to use. "analytical" (default) uses the semi-analytical Hessian from R/analytical_hessian.R. "numderiv" uses full finite-difference numerical second derivatives as a slower reference path. The legacy numderiv logical argument is still accepted and maps to method = "numderiv" when TRUE.
progress: Logical; show progress bars for slow Hessian calculations.
h: Numeric finite-difference step used by the analytical Hessian helper.
...: Additional arguments, currently unused.

Value

A list containing variance-covariance matrices and standard errors.