R/sanitize_vcov.R

In marginaleffects: Predictions, Comparisons, Slopes, Marginal Means, and Hypothesis Tests

sanitize_vcov <- function(model, vcov) {
    # TRUE generates a warning in `insight::get_varcov` for some models
    if (isTRUE(checkmate::check_flag(vcov))) {
        return(NULL)
    }

    # no vcov matrix for bayesian models
    if (inherits(model, c("brmsfit", "stanreg"))) {
        return(NULL)
    }

    # strings should be case-insensitive
    vcov_strings <- c("stata", "robust", "HC", "HC0", "HC1", "HC2", "HC3",
                      "HC4", "HC4m", "HC5", "HAC", "NeweyWest", "kernHAC", "OPG",
                      "satterthwaite", "kenward-roger")
    if (isTRUE(checkmate::check_choice(hush(tolower(vcov)), choices = tolower(vcov_strings)))) {
        idx <- match(tolower(vcov), tolower(vcov_strings))
        return(vcov_strings[idx])
    }

    checkmate::assert(
        checkmate::check_null(vcov),
        checkmate::check_function(vcov),
        checkmate::check_matrix(vcov),
        checkmate::check_formula(vcov),
        checkmate::check_choice(vcov, choices = vcov_strings))

    out <- vcov

    if (isTRUE(checkmate::check_function(out))) {
        out <- hush(out(model))
    }

    if (isTRUE(checkmate::check_matrix(out))) {
        if (ncol(out) != nrow(out)) {
            stop("The `vcov` matrix must be square.", call. = FALSE)
        }
    }
    
    return(out)
}