Returns the variance/covariance matrix.
The variance/covariance matrix can be of a linear contrast of the estimates of params or all params multiplied by scale which will usually be an estimate of sigma^2. Scale is assumed to be a scalar.
Parameters: | r_matrix : array-like
column : array-like, optional
scale : float, optional
other : array-like, optional
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Returns: | (The below are assumed to be in matrix notation.) : cov : ndarray If no argument is specified returns the covariance matrix of a model : (scale)*(X.T X)^(-1) : If contrast is specified it pre and post-multiplies as follows : (scale) * r_matrix (X.T X)^(-1) r_matrix.T : If contrast and other are specified returns : (scale) * r_matrix (X.T X)^(-1) other.T : If column is specified returns : (scale) * (X.T X)^(-1)[column,column] if column is 0d : OR : (scale) * (X.T X)^(-1)[column][:,column] if column is 1d : |