R: Extract variance and correlation components

VarCorr.glmmTMB {glmmTMB} | R Documentation

## Extract variance and correlation components

### Description

Extract variance and correlation components

### Usage

    ## S3 method for class 'glmmTMB'
    VarCorr(x, sigma = 1, ...)

### Arguments

`x` | a fitted `glmmTMB` model
`sigma` | residual standard deviation (usually set automatically from internal information)
`extra` | arguments (for consistency with generic method)

### Details

For an unstructured variance-covariance matrix, the internal parameters are structured as follows: the first n parameters are the log-standard-deviations, while the remaining n(n-1)/2 parameters are the elements of the Cholesky factor of the correlation matrix, filled in column-wise order (see the TMB documentation for further details).

### Examples

    ## Comparing variance-covariance matrix with manual computation
    data("sleepstudy",package="lme4")
    fm4 <- glmmTMB(Reaction ~ Days + (Days|Subject), sleepstudy)
    VarCorr(fm4)[[c("cond","Subject")]]
    ## hand calculation
    pars <- getME(fm4,"theta")
    ## construct cholesky factor
    L <- diag(2)
    L[lower.tri(L)] <- pars[-(1:2)]
    C <- crossprod(L)
    diag(C) <- 1
    sdvec <- exp(pars[1:2])
    (V <- outer(sdvec,sdvec) * C)

[Package glmmTMB version 0.2.2.0 Index]