Rfit (version 0.09)

vcov.rfit: Variance-Covariance Matrix for Rank-Based Regression

Description

Returns the variance-covariance matrix of the regression estimates from an object of type rfit.

Usage

## S3 method for class 'rfit':
vcov(object, intercept = TRUE,...)

Arguments

object

an object of type rfit

intercept

logical. If TRUE include the variance-covariance estimates corresponding to the intercept

...

additional arguments

References

Hettmansperger, T.P. and McKean J.W. (1998), Robust Nonparametric Statistical Methods, London: Arnold.

See Also

rfit