Calculate Variance-Covariance Matrix for a fitted PLN() model object

Returns the variance-covariance matrix of the main parameters of a fitted PLN() model object. The main parameters of the model correspond to $$B$$, as returned by coef.PLNfit(). The function can also be used to return the variance-covariance matrix of the residuals. The latter matrix can also be accessed via sigma.PLNfit()

Usage

# S3 method for class 'PLNfit'
vcov(object, type = c("main", "covariance"), ...)

Arguments

object

an R6 object with class PLNfit

type

type of parameter that should be extracted. Either "main" (default) for $$B$$ or "covariance" for $$\Sigma$$

...

additional parameters for S3 compatibility. Not used

Value

A matrix of variance/covariance extracted from the PLNfit model. If type="main" and \(B\) is a matrix of size d * p, the result is a block-diagonal matrix with p (number of species) blocks of size d (number of covariates). if type="main", it is a symmetric matrix of size p. .

See also

sigma.PLNfit(), coef.PLNfit(), standard_error.PLNfit()

Examples

data(trichoptera)
trichoptera <- prepare_data(trichoptera$Abundance, trichoptera$Covariate)
myPLN <- PLN(Abundance ~ 1 + offset(log(Offset)), data = trichoptera)
#> 
#>  Initialization...
#>  Adjusting a full covariance PLN model with nlopt optimizer
#>  Post-treatments...
#>  DONE!
vcov(myPLN, type = "covariance") ## Sigma
#>             Che          Hyc         Hym        Hys           Psy           Aga
#> Che  2.36804857  0.014013088  0.36612411  0.4451115 -0.0198837954  0.3061236614
#> Hyc  0.01401309  1.580813366  0.13147604  0.2705507 -0.1340690292 -0.0929797028
#> Hym  0.36612411  0.131476043  1.24566525  0.8648820 -0.1170859022  0.5163379584
#> Hys  0.44511147  0.270550686  0.86488204  2.6460381 -0.1444842034  0.4300489422
#> Psy -0.01988380 -0.134069029 -0.11708590 -0.1444842  0.0758107519  0.0003211362
#> Aga  0.30612366 -0.092979703  0.51633796  0.4300489  0.0003211362  1.0973553206
#> Glo  0.08950328  0.154949944  0.20870045  0.3374170 -0.0484852372 -0.0591492494
#> Ath  0.34493128  0.111887561  0.38762764  0.6046159 -0.0467929919  0.2012992803
#> Cea -0.01205897  0.005931994 -0.02811402 -0.0206879  0.0001707632 -0.0295319798
#> Ced  0.33492799  0.218449496  0.50843134  0.6788942 -0.0974754780  0.2208134826
#> Set -0.06108954  0.417109999 -0.18899155  0.1302355 -0.0912668144 -0.3011296629
#> All  0.27282591 -0.205269381  0.68370474  0.3753873 -0.0053424457  0.5905162466
#> Han -0.17283312  0.569988621  0.19848312  0.1240314 -0.2911688799 -0.1762937291
#> Hfo -0.36740890  0.488666100 -0.41635026 -0.2047491 -0.1477703021 -0.8269164653
#> Hsp -0.44455379  0.589170172 -0.35966329 -0.2048463 -0.1927077692 -0.7899092457
#> Hve  0.29901919 -0.102724682  0.16909662  0.2475257  0.0431935721  0.1868857926
#> Sta  0.35948933  0.253710635  0.47783317  0.6129222 -0.1215606803  0.4396261604
#>              Glo          Ath           Cea          Ced         Set
#> Che  0.089503285  0.344931280 -0.0120589661  0.334927993 -0.06108954
#> Hyc  0.154949944  0.111887561  0.0059319938  0.218449496  0.41711000
#> Hym  0.208700447  0.387627642 -0.0281140229  0.508431344 -0.18899155
#> Hys  0.337416996  0.604615892 -0.0206878996  0.678894228  0.13023551
#> Psy -0.048485237 -0.046792992  0.0001707632 -0.097475478 -0.09126681
#> Aga -0.059149249  0.201299280 -0.0295319798  0.220813483 -0.30112966
#> Glo  1.105300765  0.220980713  0.0024434926  0.224027293  0.28786050
#> Ath  0.220980713  1.362283900 -0.0084650710  0.441271692  0.09075435
#> Cea  0.002443493 -0.008465071  0.0622123749 -0.009231921  0.02113566
#> Ced  0.224027293  0.441271692 -0.0092319211  0.957145677  0.19252015
#> Set  0.287860498  0.090754347  0.0211356565  0.192520153  1.60305596
#> All -0.072092305  0.093776351 -0.0333106689  0.082521331 -0.68465018
#> Han -0.196735972 -0.206101015  0.0064506257  0.052338847 -0.04113283
#> Hfo  0.296715339 -0.174487100  0.0371327987 -0.143505858  0.83187823
#> Hsp  0.243917152 -0.238276471  0.0343092592 -0.127999302  0.78413116
#> Hve  0.089725045  0.242321353 -0.0091671536  0.206707729 -0.04114175
#> Sta  0.017238180  0.307915170 -0.0174519514  0.434617948  0.05554091
#>              All          Han        Hfo         Hsp          Hve         Sta
#> Che  0.272825907 -0.172833115 -0.3674089 -0.44455379  0.299019194  0.35948933
#> Hyc -0.205269381  0.569988621  0.4886661  0.58917017 -0.102724682  0.25371063
#> Hym  0.683704737  0.198483121 -0.4163503 -0.35966329  0.169096618  0.47783317
#> Hys  0.375387293  0.124031354 -0.2047491 -0.20484635  0.247525732  0.61292225
#> Psy -0.005342446 -0.291168880 -0.1477703 -0.19270777  0.043193572 -0.12156068
#> Aga  0.590516247 -0.176293729 -0.8269165 -0.78990925  0.186885793  0.43962616
#> Glo -0.072092305 -0.196735972  0.2967153  0.24391715  0.089725045  0.01723818
#> Ath  0.093776351 -0.206101015 -0.1744871 -0.23827647  0.242321353  0.30791517
#> Cea -0.033310669  0.006450626  0.0371328  0.03430926 -0.009167154 -0.01745195
#> Ced  0.082521331  0.052338847 -0.1435059 -0.12799930  0.206707729  0.43461795
#> Set -0.684650182 -0.041132825  0.8318782  0.78413116 -0.041141751  0.05554091
#> All  1.801734384  0.023265637 -0.7564163 -0.66906861  0.148819919  0.19968045
#> Han  0.023265637  3.764723559  0.6459366  1.01640027 -0.595625597  0.47095381
#> Hfo -0.756416341  0.645936567  2.8772068  1.70052437 -0.348862797 -0.26049293
#> Hsp -0.669068606  1.016400275  1.7005244  2.62260703 -0.486664378 -0.19841880
#> Hve  0.148819919 -0.595625597 -0.3488628 -0.48666438  1.316443760  0.14608600
#> Sta  0.199680450  0.470953813 -0.2604929 -0.19841880  0.146086002  1.03037302