eba (version 1.5-2)

cov.u: Covariance of the u-scale

Description

Computes the covariance matrix of the u-scale from the covariance matrix of EBA parameters.

Usage

cov.u(object)

Arguments

object

an object of class eba, typically the result of a call to eba

Value

• The covariance matrix of the u-scale.

Details

The additivity rule for covariances $cov(x+y,z) = cov(x,z) + cov(y,z)$ is used for the computations.

See Also

eba, wald.test.