Nothing
#' Calculate Variance-Covariance Matrix of Shrinkage Factors for Objects of Class \code{shrink}
#'
#' This class of objects is returned by the \code{shrink} function. Objects of this
#' class have methods for the functions \code{coef}, \code{predict}, \code{print},
#' \code{summary}, and \code{vcov}.
#'
#' @param object object of class \code{shrink}.
#' @param digits integer, used for number formatting with \code{\link[base]{signif}}().
#' @param ... further arguments.
#'
#' @export
#'
#' @return A matrix of the estimated covariances between the obtained shrinkage factors.
#'
#' @seealso \code{\link{shrink}},\code{\link{coef.shrink}}, \code{\link{predict.shrink}},
#' \code{\link{print.shrink}}, \code{\link{summary.shrink}}
vcov.shrink <-
function(object, digits = 6, ...)
{
if (!inherits(object, "shrink")) stop("'object' is not of class shrink")
if (object$type == "all") {
result <- vector(mode = "list", length = 2)
names(result) <- c("global", "parameterwise")
cat("GLOBAL SHRINKAGE\n")
result[[1]] <- print(signif (object$global$ShrinkageFactorsVCOV, digits = digits))
cat("\n\nPARAMETERWISE SHRINKAGE\n")
result[[2]] <- print(signif (object$parameterwise$ShrinkageFactorsVCOV,
digits = digits))
if (!is.null(object$join)) {
cat("\n\nPARAMETERWISE SHRINKAGE WITH JOIN OPTION\n")
result$joint <- print(signif (object$joint$ShrinkageFactorsVCOV, digits = digits))
if (!is.null(object$join)) cat("\njoint shrinkage was requested for:",
sapply(object$join, function(x) paste(x, collapse="+")))
}
} else
result <- print(signif (object$ShrinkageFactorsVCOV, digits = digits))
invisible(result)
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.