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.

Version: 0.0.1
Depends: R (≥ 3.4.0)
Published: 2017-07-22
Author: Michael Chirico
Maintainer: Michael Chirico <MichaelChirico4 at gmail.com>
License: GPL-2 | GPL-3 | file LICENSE [expanded from: GPL (≥ 2) | file LICENSE]
URL: https://github.com/MichaelChirico/vcov
NeedsCompilation: no
Materials: README
CRAN checks: vcov results

Downloads:

Reference manual: vcov.pdf
Package source: vcov_0.0.1.tar.gz
Windows binaries: r-devel: vcov_0.0.1.zip, r-release: vcov_0.0.1.zip, r-oldrel: not available
OS X El Capitan binaries: r-release: vcov_0.0.1.tgz
OS X Mavericks binaries: r-oldrel: not available

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