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varcov <- function(object, ...)
UseMethod("varcov")
varcov.eco <- function(object, subset = NULL, ...) {
if (is.null(subset))
subset <- 1:nrow(object$Sigma)
else if (max(subset) > nrow(object$Sigma))
stop(paste("invalid input for `subset.' only", nrow(object$Sigma),
"draws are stored."))
p <- ncol(object$mu)
n <- length(subset)
Sigma <- array(0, c(p, p, n))
cov <- object$Sigma[subset,]
for (i in 1:n) {
count <- 1
for (j in 1:p) {
Sigma[j,j:p,i] <- cov[i,count:(count+p-j)]
count <- count + p - j + 1
}
diag(Sigma[,,i]) <- diag(Sigma[,,i]/2)
Sigma[,,i] <- Sigma[,,i] + t(Sigma[,,i])
}
if (n > 1)
return(Sigma)
else
return(Sigma[,,1])
}
varcov.ecoNP <- function(object, subset = NULL, obs = NULL, ...) {
if (is.null(subset))
subset <- 1:nrow(object$Sigma)
else if (max(subset) > nrow(object$Sigma))
stop(paste("invalid input for `subset.' only", nrow(object$Sigma),
"draws are stored."))
if (is.null(obs))
obs <- 1:dim(object$Sigma)[3]
else if (max(subset) > dim(object$Sigma)[3])
stop(paste("invalid input for `obs.' only", dim(object$Sigma)[3],
"draws are stored."))
p <- ncol(object$mu)
n <- length(subset)
m <- length(obs)
Sigma <- array(0, c(p, p, n, m))
cov <- object$Sigma[subset,,obs]
for (k in 1:m) {
for (i in 1:n) {
count <- 1
for (j in 1:p) {
Sigma[j,j:p,i,k] <- cov[i,count:(count+p-j),k]
count <- count + p - j + 1
}
diag(Sigma[,,i,k]) <- diag(Sigma[,,i,k]/2)
Sigma[,,i,k] <- Sigma[,,i,k] + t(Sigma[,,i,k])
}
}
if (n > 1)
if (m > 1)
return(Sigma)
else
return(Sigma[,,,1])
else
if (m > 1)
return(Sigma[,,1,])
else
return(Sigma[,,1,1])
}
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