R: Extract Variance and Correlation Components

VarCorr.brmsfit {brms} | R Documentation

## Extract Variance and Correlation Components

### Description

This function calculates the estimated standard deviations, correlations and covariances of the group-level terms in a multilevel model of class `brmsfit`. For linear models, the residual standard deviations, correlations and covariances are also returned.

### Usage

    ## S3 method for class 'brmsfit'
    VarCorr(x, sigma = 1, summary = TRUE,
      robust = FALSE, probs = c(0.025, 0.975), ...)

### Arguments

`x` | An object of class `brmsfit`.
`sigma` | Ignored (included for compatibility with `VarCorr`).
`summary` | Should summary statistics (i.e. means, sds, and 95% intervals) be returned instead of the raw values? Default is `TRUE`.
`robust` | If `FALSE` (the default) the mean is used as the measure of central tendency and the standard deviation as the measure of variability. If `TRUE`, the median and the median absolute deviation (MAD) are applied instead. Only used if `summary` is `TRUE`.
`probs` | The percentiles to be computed by the `quantile` function. Only used if `summary` is `TRUE`.
`...` | Currently ignored.

### Value

A list of lists (one per grouping factor), each with three elements: a matrix containing the standard deviations, an array containing the correlation matrix, and an array containing the covariance matrix with variances on the diagonal.

### Author(s)

Paul-Christian Buerkner paul.buerkner@gmail.com

### Examples

    ## Not run:
    fit <- brm(count ~ log_Age_c + log_Base4_c * Trt_c + (1+Trt_c|visit),
               data = epilepsy, family = gaussian(), chains = 2)
    VarCorr(fit)

    ## End(Not run)

[Package brms version 2.6.0 Index]