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danielwilhelm / R-CS-ranks

R package implementing confidence sets for ranks
https://danielwilhelm.github.io/R-CS-ranks/
GNU General Public License v3.0
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vcov for grouped_lmranks #28

Closed danielwilhelm closed 1 year ago

danielwilhelm commented 1 year ago

it would be nice if vcov applied to a grouped_lmranks object gave the result of calculate_grouped_lmranks_covariances

MrDomani commented 1 year ago

Update: should return the full covariance matrix, including covariances of parameters from different groups.