vcov.ivx {ivx} | R Documentation |
Calculate Variance-Covariance Matrix for a Fitted Model Object
## S3 method for class 'ivx'
vcov(object, complete = TRUE, ...)
## S3 method for class 'summary.ivx'
vcov(object, complete = TRUE, ...)
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. |
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.
mod <- ivx(Ret ~ LTY, data = monthly)
vcov(mod)