car (version 0.8-3)

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