Switches a completed fit's covariance to method. A previously
computed covariance is re-installed from the cache; otherwise it is
recomputed at the converged estimates: "r,s"/"r"/"s" and
"analytic" on a zero-iteration FOCEI model, and "sa" (SAEM
Louis FIM) / "imp" (importance-sampling Monte-Carlo) via the decoupled
recompute engine (the latter two require a mixed-effects fit). When
"sa"/"imp"/"analytic" cannot be computed the covariance
is left unchanged (it is never silently downgraded to "r,s").
Details
Every focei covariance comes in two shapes (see covFull in
foceiControl()), and both are named: "r,s", "r",
"s" and "analytic" are the structural-theta block, while
"r,s (full)", "r (full)", "s (full)" and
"analytic (full)" are the full theta + residual sigma + Omega matrix.
A focei fit computes both and caches the one it does not install, so swapping
between them costs nothing. The shapes are not submatrices of one another on
the finite-difference path – "s" inverts the theta block of the
cross-product while "s (full)" takes the theta block of the full
inverse, which also carries the Omega estimation uncertainty – so the
standard errors differ. On the analytic path the assembly is always full and
"analytic" is a submatrix of "analytic (full)", so the theta
standard errors agree.
fit$covMethod names the installed covariance and
names(fit$covList) the cached alternatives (the fit print shows both).