Description Usage Arguments Details Value Examples

This function uses the Delta method to calculate a covariance matrix of linear functions of variables and is used internally in qgcomp. Generally, users will not need to call this function directly.

1 |

`aname` |
character scalar with the name of the first column of interest (e.g. variable A in the examples given in the details section) |

`expnms` |
a character vector with the names of the columns to be of interest in the covariance matrix for a which a standard error will be calculated (e.g. same as expnms in qgcomp fit) |

`covmat` |
covariance matrix for parameters, e.g. from a model or bootstrap procedure |

`grad` |
not yet used |

This function takes inputs of a name of random variable (character), as
set of exposure names (character vector) and a covariance matrix (with colnames/rownames
that contain the indepdendent variable and the full set
of exposure names). See `se_comb`

for details on variances of sums
of random variables. Briefly, for variables A, B and C with covariance matrix Cov(A,B,C),
we can calculate the covariance Cov(A,B+C) with the formula Cov(A,B) + Cov(A,C), and
Cov(A,B+C+D) = Cov(A,B) + Cov(A,C) + Cov(A,D), and so on.

A covariance matrix

1 2 3 4 5 6 7 | ```
vcov = rbind(c(0.010051348, -0.0039332248, -0.0036965571),
c(-0.003933225, 0.0051807876, 0.0007706792),
c(-0.003696557, 0.0007706792, 0.0050996587))
colnames(vcov) <- rownames(vcov) <- c("(Intercept)", "x1", "x2")
expnms <- rownames(vcov)[2:3]
aname = rownames(vcov)[1]
qgcomp:::vc_comb(aname, expnms, vcov) # returns the given covariance matrix
``` |

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