vcov: Variance-Covariance Matrices and Standard Errors

Methods for faster extraction (about 5x faster in a few test cases) of variance-covariance matrices and standard errors from models. Methods in the 'stats' package tend to rely on the summary method, which may waste time computing other summary statistics which are summarily ignored.

Package details

AuthorMichael Chirico
MaintainerMichael Chirico <MichaelChirico4@gmail.com>
LicenseGPL (>= 2) | file LICENSE
Version0.0.1
URL https://github.com/MichaelChirico/vcov
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("vcov")

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vcov documentation built on May 2, 2019, 3:33 p.m.