fastliu (version 1.0)

diagHliu: Diagonal Elements of the Hat Matrix

Description

For each value of the regularization parameter lambda, diagHliu returns the diagonal elements of the hat matrix. Unlike the hatliu function, only the diagonal elements of the hat matrix are calculated, thus the computation of diagonal elements is faster than hatliu.

Usage

diagHliu(obj)

Value

The returned object is a matrix whose columns are the diagonal elements of the hat matrix for each value of the lambda regularization parameter.

Arguments

obj

A liureg object

Author

Murat Genç

See Also

liureg(), 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)
diagHliu(liu.mod)