# File src/library/stats/R/vcov.R # Part of the R package, https://www.R-project.org # # Copyright (C) 2002-2019 The R Core Team # Copyright (C) 1994-2002 W. N. Venables and B. D. Ripley # # This program is free software; you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation; either version 2 of the License, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # A copy of the GNU General Public License is available at # https://www.R-project.org/Licenses/ vcov <- function(object, ...) UseMethod("vcov") ##' Augment a vcov - matrix by NA rows & cols when needed: .vcov.aliased <- function(aliased, vc, complete = TRUE) { ## Checking for "NA coef": "same" code as in print.summary.lm() in ./lm.R : if(complete && NROW(vc) < (P <- length(aliased)) && any(aliased)) { ## add NA rows and columns in vcov cn <- names(aliased) VC <- matrix(NA_real_, P, P, dimnames = list(cn,cn)) j <- which(!aliased) VC[j,j] <- vc VC } else # default vc } ## The next three have to call the summary method explicitly, as classes which ## inherit from "glm" need not have summary methods which ## inherit from "summary.glm", and similarly for "lm" and "mlm" ## Allow for 'dispersion' to be passed down (see the help for vcov) vcov.glm <- function(object, complete = TRUE, ...) vcov.summary.glm(summary.glm(object, ...), complete=complete) vcov.lm <- function(object, complete = TRUE, ...) vcov.summary.lm(summary.lm(object, ...), complete=complete) ## To be consistent with coef.aov() which has complete = FALSE : vcov.aov <- vcov.lm ; formals(vcov.aov)$complete <- FALSE vcov.mlm <- function(object, complete = TRUE, names = FALSE, ...) { so <- summary.mlm(object, ny = 1L, names=names)[[1L]] kronecker(estVar(object), .vcov.aliased(so$aliased, so$cov.unscaled, complete=complete), make.dimnames = TRUE) } vcov.summary.glm <- function(object, complete = TRUE, ...) .vcov.aliased(object$aliased, object$cov.scaled, complete=complete) vcov.summary.lm <- function(object, complete = TRUE, ...) .vcov.aliased(object$aliased, object$sigma^2 * object$cov.unscaled, complete=complete) ## gls and lme methods moved to nlme in 2.6.0 ### "The" sigma in lm/nls - "like" models: sigma <- function(object, ...) UseMethod("sigma") ## works whenever deviance(), nobs() and coef() do fine: sigma.default <- function (object, use.fallback=TRUE, ...) sqrt(deviance(object, ...) / (nobs(object, use.fallback=use.fallback) - sum(!is.na(coef(object))))) sigma.mlm <- function (object, ...) sqrt(colSums(object$residuals^2) / object$df.residual)