covmat {pomp} | R Documentation |

## Estimate a covariance matrix from algorithm traces

### Description

A helper function to extract a covariance matrix.

### Usage

```
## S4 method for signature 'pmcmcd_pomp'
covmat(object, start = 1, thin = 1, expand = 2.38, ...)
## S4 method for signature 'pmcmcList'
covmat(object, start = 1, thin = 1, expand = 2.38, ...)
## S4 method for signature 'abcd_pomp'
covmat(object, start = 1, thin = 1, expand = 2.38, ...)
## S4 method for signature 'abcList'
covmat(object, start = 1, thin = 1, expand = 2.38, ...)
## S4 method for signature 'probed_pomp'
covmat(object, ...)
```

### Arguments

`object` |
an object extending ‘pomp’ |

`start` |
the first iteration number to be used in estimating the covariance matrix.
Setting |

`thin` |
factor by which the chains are to be thinned |

`expand` |
the expansion factor |

`...` |
ignored |

### Value

When `object`

is the result of a `pmcmc`

or `abc`

computation,
`covmat(object)`

gives the covariance matrix of the chains.
This can be useful, for example, in tuning the proposal distribution.

When `object`

is a ‘probed_pomp’ object (i.e., the result
of a `probe`

computation), `covmat(object)`

returns the
covariance matrix of the probes, as applied to simulated data.

### See Also

Other extraction methods:
`coef()`

,
`cond_logLik()`

,
`eff_sample_size()`

,
`filter_mean()`

,
`filter_traj()`

,
`forecast()`

,
`logLik`

,
`obs()`

,
`pred_mean()`

,
`pred_var()`

,
`saved_states()`

,
`spy()`

,
`states()`

,
`summary()`

,
`time()`

,
`timezero()`

,
`traces()`

*pomp*version 5.11.0.0 Index]