summary.shrinklm: Summarizing shrinkage estimates of an AR model

In VARshrink: Shrinkage Estimation Methods for Vector Autoregressive Models

Summarizing shrinkage estimates of an AR model

Description

summary method for an object of class "shrinklm".

Usage

## S3 method for class 'shrinklm'
summary(object, correlation = FALSE, symbolic.cor = FALSE, ...)

Arguments

object	An object of class "shrinklm"
correlation	If TRUE, the correlation matrix of the the estimated coefficients is returned and printed.
symbolic.cor	If TRUE, print the correlations in a symbolic form rather than as numbers
...	Currently not used.

Details

The class "shrinklm" inherits from the class "lm", and extends it to incorporate shrinkage estimates with the effective number of parameters.

Value

Returns a list with class attribute "summary.lm", which contains summary statistics of the fitted linear model given in object.

VARshrink documentation built on Jan. 10, 2026, 1:06 a.m.