covliu {fastliu} | R Documentation |
Covariance matrix based on a fitted liureg object.
Description
For a scalar or vector tuning parameter lambda,
the covliureg
computes the covariance matrix
for the estimates of a Liu regression model.
Usage
covliu(obj)
Arguments
obj |
A |
Value
The returned object is a list of the matrix of estimated covariances.
Author(s)
Murat Genç and Ömer Özbilen
See Also
liureg()
, coef()
, predict()
, summary()
, pressliu()
, residuals()
Examples
data("Hitters")
Hitters <- na.omit(Hitters)
X <- model.matrix(Salary ~ ., Hitters)[, -1]
y <- Hitters$Salary
lam <- seq(0, 1, 0.01)
liu.mod <- liureg(X, y, lam)
# List of covariance matrices for 101 lambda values
cov.mat <- covliu(liu.mod)
print(cov.mat$lam1)
[Package fastliu version 1.0 Index]