Variance-covariance of regression estimates based on an HBR fit.
object of class 'hbrfit'. usually the result of a call to 'hbrfit'.
additional arguments. currently unused.
(p+1) x (p+1) variance covariance matrix where p is the ncol(x) and x is the design matrix.
Jeff Terpstra, Joe McKean, John Kloke [email protected]
Chang, W. McKean, J.W., Naranjo, J.D., and Sheather, S.J. (1999), High breakdown rank-based regression, Journal of the American Statistical Association, 94, 205-219.
Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.
Terpstra, J. and McKean, J.W. (2005), Rank-based analyses of linear models using R, Journal of Statistical Software, 14(7).
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