vcov.ivx: Calculate Variance-Covariance Matrix for a Fitted Model...

Description Usage Arguments Value Examples

View source: R/methods.R

Description

Calculate Variance-Covariance Matrix for a Fitted Model Object

Usage

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## S3 method for class 'ivx'
vcov(object, complete = TRUE, ...)

## S3 method for class 'summary.ivx'
vcov(object, complete = TRUE, ...)

Arguments

object

a fitted ivx and summary.ivx object.

complete

logical indicating if the full variance-covariance matrix should be returned. When complete = TRUE, vcov() is compatible with coef().

...

additional arguments for method functions.

Value

A matrix of the estimated covariances between the parameter estimates of the model. This should have row and column names corresponding to the parameter names given by the coef method.

Examples

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mod <- ivx(Ret ~ LTY, data = monthly)

vcov(mod)

kvasilopoulos/ivx documentation built on May 11, 2021, 9:33 p.m.