regcoeffs function

Regression coefficients

Regression coefficients

class for storing and visualisation of regression coefficients for regression models

regcoeffs(coeffs, ci.coeffs = NULL, use.mean = TRUE)

Arguments

  • coeffs: array (npred x ncomp x nresp) with regression coefficients

  • ci.coeffs: array (npred x ncomp x nresp x cv) with regression coefficients for computing confidence intervals (e.g. from cross-validation) using Jack-Knifing method

  • use.mean: logical, tells how to compute standard error for regression coefficients. If TRUE

    mean values for ci.coeffs is computed first. If FALSE, values (coefficients computed for global model) are used as mean.

Returns

a list (object of regcoeffs class) with fields, including:

valuesan array (nvar x ncomp x ny) with regression coefficients
sean array (nvar x ncomp x ny) with standard errors for the coefficients
t.valuesan array (nvar x ncomp x ny) with t-values for the coefficients
p.valuesan array (nvar x ncomp x ny) with p-values for coefficients

last three fields are available if parameter ci.coeffs was provided.

Check also confint.regcoeffs, summary.regcoeffs and plot.regcoeffs.

  • Maintainer: Sergey Kucheryavskiy
  • License: MIT + file LICENSE
  • Last published: 2024-08-19