Variance covariance matrix of parameters in compositional regression
The variance covariance tensor structured according of linear models with ilr(acomp(...)) responses.
vcovAcomp(object,...)
object |
a statistical model |
... |
further optional parameters for |
The prediction error in compositional linear regression models is a complicated object. The function should help to organize it.
An array with 4 dimensions. The first 2 are the index dimensions of the ilr transform. The later 2 are the index of the parameter.
K.Gerald v.d. Boogaart http://www.stat.boogaart.de
data(SimulatedAmounts) model <- lm(ilr(sa.groups)~sa.groups.area) vcovAcomp(model)[,,1,1]
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