Extract the Latent-Block Covariance Matrix — sigma.NormalBlockVarBase • normalblockr

Extract the covariance matrix between latent blocks (the inverse of `Omegaq`) from a [NormalBlockVarBase()] object.

Usage

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

Arguments

object: An object of class NormalBlockVarBase.
...: not used, only here for S3 compatibility

Value

The q x q covariance matrix between latent blocks.