R: Examples for 'sandwich::vcovOPG'

### ** Examples

## generate poisson regression relationship
x <- sin(1:100)
y <- rpois(100, exp(1 + x))
## compute usual covariance matrix of coefficient estimates
fm <- glm(y ~ x, family = poisson)
vcov(fm)

             (Intercept)            x
(Intercept)  0.004455048 -0.003535733
x           -0.003535733  0.008031739

vcovOPG(fm)

             (Intercept)            x
(Intercept)  0.003398224 -0.002063238
x           -0.002063238  0.006468293

Examples for 'sandwich::vcovOPG'

Outer-Product-of-Gradients Covariance Matrix Estimation