Description Usage Arguments Note See Also Examples
In general the GeDS predictor model may include a GeD spline regression component with respect to part of the independent variables and a parametric component in which the remaining covariates may enter as additive terms.
The function f
is to be used in the formula
argument of NGeDS
or GGeDS
in order to specify which independent variables (covariates)
should be included in the GeD spline regression component of the predictor model.
1 |
x |
numeric vector containing N sample values of the covariate chosen to enter the spline regression component of the predictor model. |
xx |
numeric vector containing N sample values for the second covariate
(in case |
... |
further arguments. As GeDS currently allows for up to two covariates, specification of further arguments will return an error. |
This function is intended to be used only as part of the formula
in a GeDS regression via NGeDS
or GGeDS
and not to be called in other cases by the user.
NGeDS; GGeDS.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 | # Generate a data sample for the response variable Y and
# the covariates X, reg1, reg2 and off
set.seed(123)
N <- 500
f_1 <- function(x) (10*x/(1+100*x^2))*4+4
X <- sort(runif(N ,min = -2, max = 2))
reg1 <- runif(500, min = -0.1, max = 0.1)
reg2 <- runif(500, min = -0.2, max = 0.2)
off <- runif(500, min = -1, max = 1)
# Specify a model for the mean of Y to include a component non linear
# in X defined by the function f_1 and a linear one in the other covariates
means <- f_1(X) + 2*reg1 + 0.5*reg2 + off
# Add Normal noise to the mean of Y
Y <- rnorm(N, means, sd = 0.1)
# Specify a formula that will be used to model Y as a
# function of X, reg1, reg2 and off.
# The covariate X is for the spline component modeled as GeDS,
# reg1 and reg2 enter linearly, off is an offset, i.e. no coefficient
# will be estimated for it
formula <- Y ~ f(X) + reg1 + reg2 + offset(off)
# Fit a GeDS model specified in formula using NGeDS
(Gmod <- NGeDS(formula, beta = 0.6, phi = 0.995, Xextr = c(-2,2)))
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.