[R] covariance matrix of model parameters

[rahul.chhabra]

I am applying a hidden markov model on joint multivariate gaussian
distribution for 2 vectors. I am using the depmixS4 package in R. 

Specifically, I am using the following code:

mod<-depmix(list(response = mom ~ mkt + p0 + p1, mkt~1), data = regvar,
nstates = 2,
family = list(gaussian(), gaussian()),instart = delta, trstart=Pi)

It seems that depmixS4 doesnt output the covariance estimates of the
parameters. What is the best package to obtain them?

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