vcov.lad

Returns the variance-covariance matrix of the main parameters of a fitted model
 for <code>lad</code> objects. The &#8220;main&#8221; parameters of model correspond to those
 returned by <code><a href="/link/coef?package=L1pack&version=0.52" data-mini-rdoc="L1pack::coef">coef</a></code>, and typically do not contain the nuisance scale
 parameter.

models

L1 estimation for linear regression using Barrodale and Roberts' method
<doi:10.1145/355616.361024> and the EM algorithm <doi:10.1023/A:1020759012226>.
Estimation of mean and covariance matrix using the multivariate Laplace distribution,
density, distribution function, quantile function and random number generation
for univariate and multivariate Laplace distribution <doi:10.1080/03610929808832115>.
Implementation of Naik and Plungpongpun <doi:10.1007/0-8176-4487-3_7> for the
Generalized spatial median estimator is included.

Felipe Osorio

L1pack

Routines for L1 Estimation

Tymoteusz Wolodzko

vcov.lad function

<dl> <dt>object</dt>
<dd>an object representing a fitted model.</dd> <dt>...</dt>
<dd>additional arguments for method functions.</dd></dl>

Arguments

Returns the variance-covariance matrix of the main parameters of a fitted model
 for <code>lad</code> objects. The &#8220;main&#8221; parameters of model correspond to those
 returned by <code><a href='https://rdrr.io/r/stats/coef.html'>coef</a></code>, and typically do not contain the nuisance scale
 parameter.

Calculate variance-covariance matrix from lad models — vcov.lad

<dl>

 <dt>object</dt>
<dd>an object representing a fitted model.</dd>

 <dt>...</dt>
<dd>additional arguments for method functions.</dd>

</dl>

vcov.lad: Calculate variance-covariance matrix from `lad` models

Description

Usage

Value

Arguments