Returns the estimated variance-covariance matrix of the fitted coefficients.
Usage
# S3 method for class 'hazard'
vcov(object, ...)Value
A numeric matrix containing the estimated variance-covariance matrix
of the fitted coefficients, with rows and columns named by the coefficient
labels (phase-prefixed for multiphase models, e.g. early.x). Rows
and columns for parameters held fixed (e.g. fixed shape parameters) are
NA because they carry no variance; the finite free-parameter block
is still usable. For Conservation-of-Events fits the conserved phase
log_mu normally carries a variance: it is removed from the
optimizer search but the vcov is the full-information matrix at the optimum
(the CoE solution is the unconstrained MLE). That recomputation requires
numDeriv and an invertible Hessian; if either is unavailable the fit
emits a warning and the conserved log_mu stays NA (the rest
of the matrix is unaffected). For a Weibull fit whose scale mu, or
its variance, cannot be represented, mu's row and column are
NA, the reason is recorded in the fit's degraded_causes,
and summary() shows the variance of log(mu) instead.
Returns a scalar NA only when the
model has not been fitted or no covariance matrix is available.