Covariance and Correlation Matrix of Population-Level Effects

Get a point estimate of the covariance or correlation matrix of population-level parameters

# S3 method for brmsfit
vcov(object, correlation = FALSE, pars = NULL, ...)

Arguments

object

An object of class brmsfit.

correlation

Logical; if FALSE (the default), compute the covariance matrix, if TRUE, compute the correlation matrix.

pars

Optional names of coefficients to extract. By default, all coefficients are extracted.

...

Currently ignored.

Value

covariance or correlation matrix of population-level parameters

Details

Estimates are obtained by calculating the maximum likelihood covariances (correlations) of the posterior draws.

Examples

if (FALSE) {
fit <- brm(count ~ zAge + zBase * Trt + (1+Trt|visit),
           data = epilepsy, family = gaussian(), chains = 2)
vcov(fit)
}