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>
License: GPL-2 | GPL-3 | file LICENSE [expanded from: GPL (≥ 2) | file LICENSE]
NeedsCompilation: no
Materials: README
CRAN checks: vcov results


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


Please use the canonical form to link to this page.