Extract the Covariance Matrix

Extract the covariance matrix `Omega^-1`: between latent blocks (q x q) for the variance-block models, between variables (p x p) for the mean-block models.

Usage

# S3 method for class 'NormalBlockBase'
sigma(object, ...)

Arguments

object

An object of class NormalBlockBase.

...

not used, only here for S3 compatibility

Value

The covariance matrix, of size q x q or p x p depending on the model.