Get the covariance matrix Qinv from an optimized TMB or RTMB obj, along with the standard errors and lower bound of the absolute maximum correlation.

Get the covariance matrix Qinv from an optimized TMB or RTMB obj, along with the standard errors and lower bound of the absolute maximum correlation.

Usage

.get_Qinv_stats(obj = NULL, Qinv = NULL, getCF = FALSE)

Arguments

obj

An optimized TMB or RTMB object

Qinv

An optional covariance matrix if previous calculated. Otherwise calculated internally.

getCF

A flag whether to calculate the HMC condition factor. Set to FALSE by default because it is slow in high dimensions.

Value

A list containing a covariance matrix Qinv, the standard errors derived from the square root of the diagonal of Qinv, and the lower bound on the maximum correlation among parameters.