vcov {lasso2}R Documentation

Variance-Covariance Matrix

Description

Extract the variance-covariance matrix for (regression coefficients from) fitted model objects.

Usage

vcov(object, ...)

Arguments

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.

Value

variance-covariance matrix of the corresponding model parameter vector.


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