[R] Variance and Covariance Matrix D and R in nlme or lme4 part II

[Douglas Bates]

Alexandre Galvão Patriota wrote:
> The model is Y = XB + Zg + e
> 
> where
> 
> g~N(0, D)
> 
> e~N(0, R)
> 
> How to extract the VAR(g)= D, VAR(e)=R and V=ZDZ'+R?
> 
> thanks

The VarCorr function can provide D.