Extract variance-covariance matrix from a likelihood function

Extract variance-covariance matrix from a likelihood function

# S3 method for class 'likelihood_function'
vcov(object, ...)

Arguments

object

A likelihood_function object

...

Additional arguments (unused)

Value

A symmetric matrix of covariances between parameter estimates

Details

Computes the variance-covariance matrix as the inverse of the observed information matrix at the MLE. For Gaussian models, uses the unbiased estimator of variance (SSR/(n-p)) for compatibility with vcov.lm.