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Rfit (version 0.27.0)

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

Author

John Kloke

References

Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.

See Also

rfit