Computes variances of the simulations of components of a random vector of array.
Usage
rvvar(x, ...)
Arguments
x
an object
...
further arguments passed to var
Value
A numeric vector or array (of the same dimension as that of x)
Details
rvvar computes the means of the simulations
of all individual components of a random vector (rv) object.
That is, rvvar applies the function var to
the vector of simulations of each component of x,
thus computing "columnwise" variances of the
matrix of simulations of x.
References
Kerman, Jouni and Gelman, Andrew. Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Technical report, Columbia University, New York.