vcov.plsdof {plsdof} | R Documentation |
This function returns the variance-covariance matrix of a plsdof-object.
## S3 method for class 'plsdof': vcov(object,...)
object |
an object of class "plsdof" that is returned by the function linear.pls
|
... |
additional parameters |
The function returns the variance-covariance matrix for the optimal number of components.
variance-covariance matrix
Nicole Kraemer
Kraemer, N., Braun, M.L. (2007) "Kernelizing PLS, Degrees of Freedom, and Efficient Model Selection", Proceedings of the 24th International Conference on Machine Learning, Omni Press, 441 - 448
n<-50 # number of observations p<-5 # number of variables X<-matrix(rnorm(n*p),ncol=p) y<-rnorm(n) pls.object<-linear.pls(X,y,m=5,model.selection="bic") myvcov<-vcov(pls.object)