vcov.shrink {shrink}

Calculate Variance-Covariance Matrix of Shrinkage Factors for Objects of Class shrink

Description

This class of objects is returned by the shrink function. Objects of this class have methods for the functions coef, predict, print, summary, and vcov.

Usage

## S3 method for class 'shrink'
vcov(object, digits = 6, ...)

Arguments

object

object of class shrink.

digits

integer, used for number formatting with signif().

...

further arguments.

Value

A matrix of the estimated covariances between the obtained shrinkage factors.

See Also

shrink,coef.shrink, predict.shrink, print.shrink, summary.shrink