car (version 1.0-2)

Var: Variance-Covariance Matrices (deprecated)

Description

Computes variance-covariance matrices or variances for model objects or data. The default method uses the function var. These functions are now deprecated; instead, use the vcov function, now in the base package. Note that vcov has no diagonal argument and no default method.

Usage

Var(object, ...)

Var.default(object, diagonal=FALSE, ...)

Var.lm(object, diagonal=FALSE, ...)

Var.glm(object, diagonal=FALSE, ...)

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.

See Also

var

Examples

data(Davis)
attach(Davis)
Var(cbind(weight, repwt), na.rm=TRUE)
##          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