iprior (version 0.6.5)

Hlam: Extract the scaled kernel matrix

Description

Extract the scaled kernel matrix \(\mathbf H_\lambda\) of an ipriorMod or ipriorKernel object.

Usage

Hlam(object, lambda = NULL)
# S3 method for ipriorMod
Hlam(object, lambda = NULL)
# S3 method for ipriorKernel
Hlam(object, lambda = NULL)

Arguments

object

An object of class ipriorMod or ipriorKernel.

lambda

(optional) Values of the scale parameters.

Details

The maximum likelihood values for lambda are used by default for fitted I-prior models. For ipriorKernel objects, random values for lambda are used.

Examples

# Extracting from an ipriorMod object
mod.fit <- iprior(stack.loss ~ ., stackloss)
H.mat1 <- Hlam(mod.fit)
str(H.mat1)

# Extracting from an ipriorKernel object at a specified lambda value
mod <- mod.fit$ipriorKernel
H.mat2 <- Hlam(mod, mod.fit$lambda)

# They are both equal
all.equal(H.mat1, H.mat2)