smooth.OMG.vcov

OMG.vcov(type=None, bootstrap=False, step_size=None, **boot_kwargs)

Joint variance–covariance matrix for both OMG sub-models.

Mirrors R’s vcov.omg. type selects the estimator: "opg" (the default, the OPG/BHHH covariance of the coupled Bernoulli score, PSD by construction), "hessian" (the observed Fisher Information) or "bootstrap". Rows/cols are prefixed A: / B:.

Parameters:

• type ({"opg", "hessian", "bootstrap"}, optional) – Covariance estimator; defaults to "opg".

• bootstrap (bool) – Deprecated alias for type="bootstrap" (warns).

• step_size (float, optional) – Finite-difference step.

• **boot_kwargs – Forwarded to coefbootstrap() for the bootstrap type.

Returns:

Joint covariance matrix with prefixed row/col names.

Return type:

pandas.DataFrame

---

Parent Class: OMG