Add vcov S3 method

OpenMx · Sep 18, 2017 · 7a12549 · 7a12549
1 parent bd80b4c
commit 7a12549
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diff --git a/NAMESPACE b/NAMESPACE
@@ -41,6 +41,7 @@ S3method(summary, MxModel)
 S3method(anova, MxModel)
 S3method(simulate, MxModel)
 S3method(confint, MxModel)
+S3method(vcov, MxModel)
 
 # Export S3 .DollarNames functions
 S3method(.DollarNames, MxModel)  # MxModel has a unique .DollarNames function

diff --git a/R/MxModel.R b/R/MxModel.R
@@ -659,3 +659,20 @@ setMethod("imxVerifyModel", "MxModel",
         return(TRUE)
     }
 )
+
+vcov.MxModel <- function(model) {
+  fu <- model$output$fitUnits
+  if (fu == "-2lnL") {
+	  if (!is.null(model$output[['ihessian']])) {
+		  2 * model$output[['ihessian']]
+	  } else if (!is.null(model$output[['hessian']])) {
+		  2 * solve(model$output$hessian)
+	  } else {
+		  stop(paste("Parameter variance covariance matrix is not available.",
+			     "Did you estimate the Hessian?"))
+	  }
+  } else {
+    stop(paste("Don't know how to extract vcov from model",
+               omxQuotes(model$name), "fit in", omxQuotes(fu), "units"))
+  }
+}