estimatePcev: Estimation of PCEV

In pcev: Principal Component of Explained Variance

Description

estimatePcev estimates the PCEV.

Usage

estimatePcev(pcevObj, ...)

## Default S3 method:
estimatePcev(pcevObj, ...)

## S3 method for class 'PcevClassical'
estimatePcev(pcevObj, shrink, index, ...)

## S3 method for class 'PcevBlock'
estimatePcev(pcevObj, shrink, index, ...)

## S3 method for class 'PcevSingular'
estimatePcev(pcevObj, shrink, index, ...)

Arguments

pcevObj	A pcev object of class PcevClassical, PcevBlock or PcevSingular
...	Extra parameters.
shrink	Should we use a shrinkage estimate of the residual variance?
index	If pcevObj is of class PcevBlock, index is a vector describing the block to which individual response variables correspond.

Value

A list containing the variance components, the first PCEV, the eigenvalues of V_R^{-1}V_M and the estimate of the shrinkage parameter ρ

See Also

computePCEV

pcev documentation built on May 2, 2019, 12:45 p.m.