vcov.mvl1lm

Extracts the variance-covariance matrix of an mvl1lm Object.

methods

Multivariate tests, estimates and methods based on the identity score, spatial sign score and spatial rank score are provided. The methods include one and c-sample problems, shape estimation and testing, linear regression and principal components. The methodology is described in Oja (2010) <doi:10.1007/978-1-4419-0468-3> and Nordhausen and Oja (2011) <doi:10.18637/jss.v043.i05>.

Klaus Nordhausen

Multivariate Nonparametric Methods. An Approach Based on Spatial
Signs and Ranks

Jyrki Mottonen

Hannu Oja

vcov.mvl1lm function

<dl> <dt>object</dt>
<dd>an object of class <code>mvl1lm</code>.</dd> <dt>...</dt>
<dd>needed for other methods.</dd></dl>

Arguments

Author

Variance-Covariance Matrix of an mvl1lm Object — vcov.mvl1lm

<dl>

 <dt>object</dt>
<dd>an object of class <code>mvl1lm</code>.</dd>

 <dt>...</dt>
<dd>needed for other methods.</dd>

</dl>

vcov.mvl1lm: Variance-Covariance Matrix of an mvl1lm Object

Description

Usage

Arguments

Author

Details

References