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