Extract variance and correlation components

# S3 method for 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")]]
#>             (Intercept)     Days
#> (Intercept)    565.5156 11.05620
#> Days            11.0562 32.68205
#> attr(,"stddev")
#> (Intercept)        Days 
#>   23.780572    5.716822 
#> attr(,"correlation")
#>             (Intercept)       Days
#> (Intercept)  1.00000000 0.08132594
#> Days         0.08132594 1.00000000
#> attr(,"blockCode")
#> us 
#>  1 
## 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)
#>           [,1]     [,2]
#> [1,] 565.51561 11.09295
#> [2,]  11.09295 32.68205