diff --git a/R/pvals.ridgeLinear.R b/R/pvals.ridgeLinear.R index 25e74b1..30488a2 100644 --- a/R/pvals.ridgeLinear.R +++ b/R/pvals.ridgeLinear.R @@ -20,7 +20,7 @@ pvals.ridgeLinear <- function(x, ...) V <- svdX$v lambda <- x$lambda div <- lapply(lambda, function(x) {D2 + x}) - sig2hat <- apply(rbind(lambda, do.call(cbind, div)), 2, function(x) {as.numeric(crossprod(y - U %*% diag((D2)/(x[-1])) %*% t(U) %*% y)) / (n - sum(D2 * (D2 + 2 * x[1]) / (x[-1]^2)))}) + sig2hat <- apply(rbind(lambda, do.call(cbind, div)), 2, function(x) {as.numeric(crossprod(y - U %*% (diag((D2)/(x[-1])) %*% (t(U) %*% y)))) / (n - sum(D2 * (D2 + 2 * x[1]) / (x[-1]^2)))}) varmat <- lapply(div, function(x){V %*% diag(D2 / (x^2)) %*% t(V)}) varmat <- mapply(function(x, y){x * y}, sig2hat, varmat, SIMPLIFY = FALSE) se <- lapply(varmat, function(x){sqrt(diag(x))})