Calculate variance-covariance matrix for a fitted Cyclops model object

vcov.cyclopsFit returns the variance-covariance matrix for all covariates of a Cyclops model object

# S3 method for cyclopsFit
vcov(object, control, overrideNoRegularization = FALSE, ...)

Arguments

object: A fitted Cyclops model object
control: A "cyclopsControl" object constructed by createControl
overrideNoRegularization: Logical: Enable variance-covariance estimation for regularized parameters
...: Additional argument(s) for methods

A matrix of the estimates covariances between all covariate estimates.