vcov.mypls: Variance-covariance matrix of the regression coefficients
In ppls: Penalized Partial Least Squares

Description Usage Arguments Details Value Author(s) See Also Examples

This function returns the variance-covariance matrix of PLS regression coefficients.

1 2	## S3 method for class 'mypls' vcov(object,...)

`object`	an object of class `mypls` that is returned by the function `jack.ppls`. Objects of the class `mypls` require a slot `coefficients` and a slot `covariance`.
`...`	additional parameters

The function returns the variance-covariance matrix for the model parameters assigned to jack.ppls. Together with the regression coefficients returned by coef.mypls, it is possible to construct confidence intercals or tests.

variance-covariance matrix

Nicole Kraemer

jack.ppls, penalized.pls.cv

n<-50 # number of observations
p<-5 # number of variables
X<-matrix(rnorm(n*p),ncol=p)
y<-rnorm(n)


pls.object<-penalized.pls.cv(X,y)
my.jack<-jack.ppls(pls.object)
myvcov<-vcov(my.jack)