Change .fecov to remove multiple unnecessary calls to summary.lm.

bpfaff / vars

Multivariate Time Series Models: VAR, SVAR and SVEC

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Change .fecov to remove multiple unnecessary calls to summary.lm. #12

Open jonlachmann opened 2 years ago

jonlachmann commented 2 years ago

The function summary.lm is rather complex, and there is no need to call it when we just require the degrees of freedom. This change removes that call and saves some computational complexity.