vcov.coxph: Variance-covariance matrix

In survival: Survival Analysis

Variance-covariance matrix

Description

Extract and return the variance-covariance matrix.

Usage

## S3 method for class 'coxph'
vcov(object, complete=TRUE, ...)
## S3 method for class 'coxphms'
vcov(object, complete=TRUE, matrix=FALSE, ...)
## S3 method for class 'survreg'
vcov(object, complete=TRUE, ...)

Arguments

object	a fitted model object
complete	logical indicating if the full variance-covariance matrix should be returned. This has an effect only for an over-determined fit where some of the coefficients are undefined, and coef(object) contains corresponding NA values. If complete=TRUE the returned matrix will have row/column for each coefficient, if FALSE it will contain rows/columns corresponding to the non-missing coefficients. The coef() function has a similar complete argument.
matrix	if TRUE the result will be an array with one covariance matrix per transition in the model; vcov(object, matrix=TRUE)[,,i] will be the variance matrix corresponding to coef(object, matrix=TRUE)[,i]
...	additional arguments for method functions

Details

For the coxph and survreg functions the returned matrix is a particular generalized inverse: the row and column corresponding to any NA coefficients will be zero. This is a side effect of the generalized cholesky decomposion used in the unerlying compuatation.

Value

a matrix or array

survival documentation built on Jan. 16, 2026, 5:07 p.m.