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 rfit
vcov(object, intercept = NULL,...)
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. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.