Returns the variance-covariance matrix of the parameters of the fitted model object. The variance-covariance matrix is derived from the Hessian that results from the optimization procedure. First, the Moore-Penrose generalized inverse of the Hessian is used to obtain an estimate of the variance-covariance matrix. Next, because some parameters may be transformed for the purpose of restricting their value during the log-likelihood estimation, the variance estimates are adapted to be comparable to the reported coefficient estimates. If the result is not positive definite, Matrix::nearPD is used with standard settings to find the nearest positive definite matrix.
If multiple estimation methods were used, the Hessian of the last method is used.
# S3 method for clv.fitted
a fitted clv model object
A matrix of the estimated covariances between the parameters of the model.
The row and column names correspond to the parameter names given by the