cov.u {eba} | R Documentation |
Computes the covariance matrix of the u-scale from the covariance matrix of EBA parameters.
cov.u(object)
object |
an object of class eba , typically the result of a
call to eba |
The additivity rule for covariances cov(x+y,z) = cov(x,z) + cov(y,z) is used for the computations.
The covariance matrix of the u-scale.