vcov.plsdof {plsdof}R Documentation

Variance-covariance matrix

Description

This function returns the variance-covariance matrix of a plsdof-object.

Usage

## S3 method for class 'plsdof':
vcov(object,...)

Arguments

object an object of class "plsdof" that is returned by the function linear.pls
... additional parameters

Details

The function returns the variance-covariance matrix for the optimal number of components.

Value

variance-covariance matrix

Author(s)

Nicole Kraemer

References

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

See Also

coef.plsdof, linear.pls

Examples


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)

[Package plsdof version 0.1-1 Index]