Estimate the covariance matrix of the transformed parameters using the current selection of posterior draws. This function will save this matrix to a matlab mat-file, using the variable name ParameterCovarianceMatrix.
An estimated parameter covariance matrix can be used as the inverse Hessian matrix for the proposal density when running the posterior sampling function. This requires that appropriate method for estimating the inverse Hessian has been selected on the posterior sampling frame on the Options tab.
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