This is a method for the function vcov()
for objects inheriting
from class l1ce
or l1celist
(see
help(l1ce.object)
and
help(l1celist.object)
). See vcov
for the
general behavior of this function.
# S3 method for l1ce
vcov(object, type = c("OPT", "Tibshirani"),
gen.inverse.diag = 0, …)
# S3 method for l1celist
vcov(object, type = c("OPT", "Tibshirani"),
gen.inverse.diag = 0, …)
an object of class l1ce
or l1celist
.
character indicating whether to use the covariance formula of Osborne, Presnell and Turlach or the formula of Tibshirani.
if Tibshirani's formula for the covariance
matrix is used, this value is used for the diagonal elements of the
generalised inverse that appears in the formula that corresponds to
parameters estimated to be zero. The default is 0, i.e. use the
Moore-Penrose inverse. Tibshirani's code uses
gen.inverse.diag = 1e11
.
further potential arguments passed to methods.