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vcov  

Variance-Covariance Matrices and Standard Errors
View on CRAN: Click here


Download and install vcov package within the R console
Install from CRAN:
install.packages("vcov")

Install from Github:
library("remotes")
install_github("cran/vcov")

Install by package version:
library("remotes")
install_version("vcov", "0.0.1")



Attach the package and use:
library("vcov")
Maintained by
Michael Chirico
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-07-22
Latest Update: 2017-07-22
Description:
Methods for faster extraction (about 5x faster in a few test cases) of variance-covariance matrices and standard errors from models. Methods in the 'stats' package tend to rely on the summary method, which may waste time computing other summary statistics which are summarily ignored.
How to cite:
Michael Chirico (2017). vcov: Variance-Covariance Matrices and Standard Errors. R package version 0.0.1, https://cran.r-project.org/web/packages/vcov. Accessed 25 Jun. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited vcov R package
View vcov citation profile
Other R packages that vcov depends, imports, suggests or enhances
Complete documentation for vcov
Functions, R codes and Examples using the vcov R package
Some associated functions: Vcov . test.vcov . vcov-package . 
Some associated R codes: test.vcov.R . vcov.R .  Full vcov package functions and examples
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