Covariance of the regression coefficients

Uses block-wise inversion of the negative Hessian, with a clear split between the regression coefficients (beta) and the Bernstein polynomial coefficients (gamma).

Usage

# S3 method for class 'spbp'
vcov(object, bp.param = FALSE, ...)

Arguments

object

an object of the class spbp

bp.param

return Bernstein Polynomial variance.

...

arguments passed to parent method.

Value

the variance-covariance matrix associated with the regression coefficients.