## File: vcov.l1ce.Rd

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r-cran-lasso2 1.2-20-1
 123456789101112131415161718192021222324252627282930313233343536 % Copyright (C) 1998 % Berwin A. Turlach % Bill Venables % $Id: vcov.l1ce.d,v 1.2 1999/12/01 05:11:56 bturlach Exp$ % --> ../COPYRIGHT for more details \name{vcov.l1ce} \alias{vcov.l1ce} \alias{vcov.l1celist} \title{Variance-Covariance Matrix of l1ce' or l1celist' Objects} \usage{ \method{vcov}{l1ce}(object, type = c("OPT", "Tibshirani"), gen.inverse.diag = 0, \dots) \method{vcov}{l1celist}(object, type = c("OPT", "Tibshirani"), gen.inverse.diag = 0, \dots) } \arguments{ \item{object}{an object of class \code{l1ce} or \code{l1celist}.} \item{type}{character indicating whether to use the covariance formula of Osborne, Presnell and Turlach or the formula of Tibshirani.} \item{gen.inverse.diag}{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 \code{gen.inverse.diag = 1e11}.} \item{\dots}{further potential arguments passed to methods.} } \description{ This is a method for the function \code{vcov()} for objects inheriting from class \code{l1ce} or \code{l1celist} (see \code{help(\link{l1ce.object})} and \code{help(\link{l1celist.object})}). See \code{\link{vcov}} for the general behavior of this function. } \keyword{models} % Converted by Sd2Rd version 1.21.