iprior (version 0.6.5)

vary: Extract the variance of the responses

Description

Extract the variance of the responses, \(\mathbf V_y\), of a fitted I-prior model.

Usage

vary(object)

Arguments

object

An object of class ipriorMod or ipriorKernel.

Details

For an I-prior model, the variance is given by $$\mathbf V_y = \psi\mathbf H_\lambda^2 + \psi^{-1}\mathbf I_n$$.

Examples

mod.fit <- iprior(stack.loss ~ ., stackloss)
Var.Y <- vary(mod.fit)
str(Var.Y)