# vcov.l1ce

From lasso2 v1.2-21.1
by Berwin Turlach

##### Variance-Covariance Matrix of `l1ce' or `l1celist' Objects

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.

- Keywords
- models

##### Usage

```
# 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, …)
```

##### Arguments

- object
an object of class

`l1ce`

or`l1celist`

.- type
character indicating whether to use the covariance formula of Osborne, Presnell and Turlach or the formula of Tibshirani.

- gen.inverse.diag
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.

*Documentation reproduced from package lasso2, version 1.2-21.1, License: GPL (>= 2)*

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