GH-16583: Access GLM Variance-Covariance Matrix with vcov
#16586
+244
−1
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Made the variance-covariance matrix for GLMs part of the model_output results so they're accessible by Python and R. The matrix is rearranged in
h2o-algos/src/main/java/hex/schemas/GLMModelV3.javaso that the Intercept is both the first row and the first column, similar to how it's done for the GLM coefficient results in the same area of the code.This matrix is now accessible with the
glm_model_object.vcov()function in Python and withh2o.vcov(glm_model_object)in R.This change fixes #16583