Add methods in R/Python to access the Variance-Covariance matrix in a GLM model

h2oai / h2o-3

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Add methods in R/Python to access the Variance-Covariance matrix in a GLM model #10924

Open exalate-issue-sync[bot] opened 1 year ago

exalate-issue-sync[bot] commented 1 year ago

In [PUBDEV-3835|https://0xdata.atlassian.net/browse/PUBDEV-3835], [~accountid:557058:2ceb7f2b-e7ca-465c-8e82-c046991100be] added the following feature: GLM will now produce standard errors for predictions (as an extra column called StdErr) if it the model has been built with p-values.

As part of this, we should now be able to access the Variance-Covariance matrix, and so we should add the ability to store and access/retrieve this matrix in a GLM model (when built with p-values).

h2o-ops commented 1 year ago

JIRA Issue Migration Info

Jira Issue: PUBDEV-4033 Assignee: Navdeep Gill Reporter: Erin LeDell State: Open Fix Version: N/A Attachments: N/A Development PRs: N/A