R version 2.12.0 Under development (unstable) (2010-05-21 r52065) Copyright (C) 2010 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: x86_64-unknown-linux-gnu (64-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > ## a quick check on vcov for fitdistr (from 7.3-6/7) > > library(MASS) > > options(digits=4) > set.seed(1) > x <- rnorm(100) > fit <- fitdistr(x, "normal") > fit mean sd 0.10889 0.89370 (0.08937) (0.06319) > vcov(fit) mean sd mean 0.007987 0.000000 sd 0.000000 0.003993 > > x <- rlnorm(100) > fit <- fitdistr(x, "lognormal") > fit meanlog sdlog -0.03781 0.95308 ( 0.09531) ( 0.06739) > vcov(fit) meanlog sdlog meanlog 0.009084 0.000000 sdlog 0.000000 0.004542 > > x <- rpois(100, 4.5) > fit <- fitdistr(x, "poisson") > fit lambda 4.5400 (0.2131) > vcov(fit) lambda lambda 0.0454 > > x <- rexp(100, 13) > fit <- fitdistr(x, "exponential") > fit rate 15.224 ( 1.522) > vcov(fit) rate rate 2.318 > > x <- rgeom(100, 0.25) > fit <- fitdistr(x, "geometric") > fit prob 0.22831 (0.02006) > vcov(fit) prob prob 0.0004022 >