vcov.mypls {ppls} | R Documentation |
Variance-Covariance Matrix for Penalized PLS Coefficients
Description
Returns the estimated variance-covariance matrix of the regression coefficients from a jackknife-based PPLS model.
Usage
## S3 method for class 'mypls'
vcov(object, ...)
Arguments
object |
An object of class |
... |
Additional arguments (currently ignored). |
Details
The function retrieves the covariance matrix stored in the object$covariance
field. If this field is NULL
, a warning is issued and the function returns NULL
.
This method can be used in conjunction with coef.mypls
and ttest.ppls
to conduct inference on the coefficients of a penalized PLS model.
Value
A numeric matrix representing the variance-covariance matrix of the regression coefficients, or NULL
if unavailable.
See Also
coef.mypls
, jack.ppls
, ttest.ppls
Examples
set.seed(42)
X <- matrix(rnorm(30 * 100), ncol = 30)
y <- rnorm(100)
ppls.cv <- penalized.pls.cv(X, y, lambda = c(1, 10), ncomp = 3)
myjack <- jack.ppls(ppls.cv)
Sigma <- vcov(myjack)
Sigma[1:5, 1:5]
[Package ppls version 2.0.0 Index]