Var

0th

Percentile

Variance-Covariance Matrices

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

Aliases
  • Var
  • Var.default
  • Var.lm
  • Var.glm
Documentation reproduced from package car, version 0.8-3, License: GPL version 2 or newer

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