av.lm {avlm} | R Documentation |
Convert a Linear Model (lm) Object to Anytime-Valid lm (avlm)
Description
Converts an lm
object into an anytime-valid version by storing a precision parameter
g
as an attribute and updating the object's class. The resulting object supports anytime-valid inference.
Usage
## S3 method for class 'lm'
av(model, g = 1, vcov_estimator = NULL, ...)
Arguments
model |
An |
g |
An integer precision parameter for anytime-valid inference. Default is 1. |
vcov_estimator |
Optional character string specifying the type of robust standard errors
to use. Must be one of |
... |
Additional arguments passed to or from other methods. |
Value
An enhanced lm
object of class avlm
with anytime-valid inference capabilities.
Examples
# Fit a linear model on the built-in mtcars dataset
fit <- lm(mpg ~ wt + hp, data = mtcars)
# Convert the standard lm object to an anytime-valid avlm object
av_fit <- av(fit, g = 1)
# Print the summary of the anytime-valid model
summary(av_fit)
[Package avlm version 0.1.0 Index]