Extract a model-based or cluster-robust covariance matrix

Extract a model-based or cluster-robust covariance matrix

Usage

# S3 method for class 'mars'
vcov(
  object,
  type = c("model", "robust"),
  robust_type = c("selected", "CR0", "CR1", "CR1S"),
  ...
)

Arguments

object

A fitted mars object.

type

Either "model" or "robust".

robust_type

Optional stored robust variant: "selected", "CR0", "CR1", or "CR1S".

...

Unused.