Var: Variance-Covariance Matrices
Description
Computes variance-covariance matrices or variances for model objects or data.
The default methods uses the function var.Usage
Var(object, ...)
Var.default(object, diagonal=F)
Var.lm(object, diagonal=F)
Var.glm(object, diagonal=F)
Arguments
object
an object for which the covariance matrix is desired.
...
arguments to be passed to var (e.g., na.rm).
diagonal
if TRUE, return only the variances.
Value
- A variance-covariance matrix or a vector of variances.
[object Object]
var
data(Davis)
attach(Davis)
Var(cbind(weight, repwt), na.rm=T)
## weight repwt
## weight 233.8781 176.1014
## repwt 176.1014 189.7966
Var(lm(weight~repwt))
## (Intercept) repwt
## (Intercept) 9.2228211 -0.134640952
## repwt -0.1346410 0.002051736
misc