vcov-package: Variance-Covariance Matrices and Standard Errors
In vcov: Variance-Covariance Matrices and Standard Errors

This package is designed to produce variance-covariance matrices and standard errors as directly/efficiently as possible from fit models. Default methods (e.g., in stats) tend to first compute the summary object for a model, from which the matrix is extracted. The catch is that the summary itself often involves several other extraneous computations. The summary methods are typically fast for most purposes, but falter in this regard when a user wishes to compute standard errors of perhaps thousands of models (as may happen, for example, when bootstrapping).

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