fastliu (version 1.0)

covliu: 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)

Value

The returned object is a list of the matrix of estimated covariances.

Arguments

obj

A liureg object.

Author

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)