On Wed, 6 Oct 2004, Prof Brian Ripley wrote:
Those vcov methods were removed from stats at
2004-08-28 20:40:13 +0100 survival now has vcov.{coxph,survreg}
Looks like they have been removed from survival since: that is where they should be. They are very simple --
vcov.coxph <- vcov.survreg <- function (object, ...) object$var
No, they haven't been updated to cope with lazy loading (they are defined in a top-level if statement to prevent conflicts in older versions of R).
vcov.coxph is actually
vcov.coxph<-function (object, ...) {
rval<-object$var
dimnames(rval)<-list(names(coef(object)),names(coef(object)))
rval
}
since object$var doesn't have dimnames.
-thomas
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