vcov {lasso2} | R Documentation |
Extract the variance-covariance matrix for (regression coefficients from) fitted model objects.
vcov(object, ...)
object |
an R object for which a vcov() method exists,
e.g. of class lm , mlm , aov , aovlist ,
glm , nls , l1ce or l1celist . |
... |
further potential arguments passed to methods. |
variance-covariance matrix of the corresponding model parameter vector.