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:
values
an array (nvar x ncomp x ny) with regression coefficients
se
an array (nvar x ncomp x ny) with standard errors for the coefficients
t.values
an array (nvar x ncomp x ny) with t-values for the coefficients
p.values
an 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.