CalculateMatrix function

Calculate Covariance Matrix from a linear model fitted with lm()

Calculates covariance matrix using the maximum likelihood estimator and the model residuals.

CalculateMatrix(linear.m)

Arguments

• linear.m: Linear model adjusted for original data.

Returns

Estimated covariance matrix.

Examples

data(iris)
old <- options(contrasts=c("contr.sum","contr.poly"))
iris.lm = lm(as.matrix(iris[,1:4])~iris[,5])
cov.matrix <- CalculateMatrix(iris.lm)
options(old)  

#To obtain a corrlation matrix, use:
cor.matrix <- cov2cor(cov.matrix)

References

https://github.com/lem-usp/evolqg/wiki/

Author(s)

Diogo Melo, Fabio Machado