| bootcovjmcm | Estimate the covariance of estimated parameters using a bootstrap based method |
| covjmcm | Estimate the covariance of estimated parameters using the explicit formula |
| covjmcm_acd | Calculate the estimation of the covariance of estimated parameters in a ACD model, via the explicit formula. |
| covjmcm_hpc | Calculate the estimation of the covariance of estimated parameters in a HPC model, via the explicit formula. |
| covjmcm_mcd | Calculate the estimation of the covariance of estimated parameters in a MCD model, via the explicit formula. |
| varjmcm | varjmcm: Estimations for the Covariance of Estimated Parameters in Joint Mean-Covariance Models |