vcov.BranchGLM: Extract covariance matrix from BranchGLM Objects

In BranchGLM: Efficient Best Subset Selection for GLMs via Branch and Bound Algorithms

Extract covariance matrix from BranchGLM Objects

Description

Extracts covariance matrix of beta coefficients from BranchGLM objects.

Usage

## S3 method for class 'BranchGLM'
vcov(object, ...)

Arguments

object	a BranchGLM object.
...	further arguments passed to or from other methods.

Value

A numeric matrix which is the covariance matrix of the beta coefficients.

BranchGLM documentation built on Sept. 28, 2024, 9:07 a.m.