rrvglm-class: Class "rrvglm"

rrvglm-classR Documentation

Class “rrvglm”

Description

Reduced-rank vector generalized linear models.

Objects from the Class

Objects can be created by calls to rrvglm.

Slots

extra:

Object of class "list"; the extra argument on entry to vglm. This contains any extra information that might be needed by the family function.

family:

Object of class "vglmff". The family function.

iter:

Object of class "numeric". The number of IRLS iterations used.

predictors:

Object of class "matrix" with M columns which holds the M linear predictors.

assign:

Object of class "list", from class "vlm". This named list gives information matching the columns and the (LM) model matrix terms.

call:

Object of class "call", from class "vlm". The matched call.

coefficients:

Object of class "numeric", from class "vlm". A named vector of coefficients.

constraints:

Object of class "list", from class "vlm". A named list of constraint matrices used in the fitting.

contrasts:

Object of class "list", from class "vlm". The contrasts used (if any).

control:

Object of class "list", from class "vlm". A list of parameters for controlling the fitting process. See vglm.control for details.

criterion:

Object of class "list", from class "vlm". List of convergence criterion evaluated at the final IRLS iteration.

df.residual:

Object of class "numeric", from class "vlm". The residual degrees of freedom.

df.total:

Object of class "numeric", from class "vlm". The total degrees of freedom.

dispersion:

Object of class "numeric", from class "vlm". The scaling parameter.

effects:

Object of class "numeric", from class "vlm". The effects.

fitted.values:

Object of class "matrix", from class "vlm". The fitted values. This is usually the mean but may be quantiles, or the location parameter, e.g., in the Cauchy model.

misc:

Object of class "list", from class "vlm". A named list to hold miscellaneous parameters.

model:

Object of class "data.frame", from class "vlm". The model frame.

na.action:

Object of class "list", from class "vlm". A list holding information about missing values.

offset:

Object of class "matrix", from class "vlm". If non-zero, a M-column matrix of offsets.

post:

Object of class "list", from class "vlm" where post-analysis results may be put.

preplot:

Object of class "list", from class "vlm" used by plotvgam; the plotting parameters may be put here.

prior.weights:

Object of class "matrix", from class "vlm" holding the initially supplied weights.

qr:

Object of class "list", from class "vlm". QR decomposition at the final iteration.

R:

Object of class "matrix", from class "vlm". The R matrix in the QR decomposition used in the fitting.

rank:

Object of class "integer", from class "vlm". Numerical rank of the fitted model.

residuals:

Object of class "matrix", from class "vlm". The working residuals at the final IRLS iteration.

ResSS:

Object of class "numeric", from class "vlm". Residual sum of squares at the final IRLS iteration with the adjusted dependent vectors and weight matrices.

smart.prediction:

Object of class "list", from class "vlm". A list of data-dependent parameters (if any) that are used by smart prediction.

terms:

Object of class "list", from class "vlm". The terms object used.

weights:

Object of class "matrix", from class "vlm". The weight matrices at the final IRLS iteration. This is in matrix-band form.

x:

Object of class "matrix", from class "vlm". The model matrix (LM, not VGLM).

xlevels:

Object of class "list", from class "vlm". The levels of the factors, if any, used in fitting.

y:

Object of class "matrix", from class "vlm". The response, in matrix form.

Xm2:

Object of class "matrix", from class "vlm". See vglm-class.

Ym2:

Object of class "matrix", from class "vlm". See vglm-class.

callXm2:

Object of class "call", from class "vlm". The matched call for argument form2.

A.est, C.est:

Object of class "matrix". The estimates of A and C.

Extends

Class "vglm", directly. Class "vlm", by class "vglm".

Methods

biplot

signature(x = "rrvglm"): biplot.

Coef

signature(object = "rrvglm"): more detailed coefficients giving A, \bold{B}_1, C, etc.

biplot

signature(object = "rrvglm"): biplot.

print

signature(x = "rrvglm"): short summary of the object.

summary

signature(object = "rrvglm"): a more detailed summary of the object.

Note

Two new slots for "rrvglm" were added compared to "vglm" objects, for VGAM 1.1-10. They are A.est and C.est.

Author(s)

Thomas W. Yee

References

Yee, T. W. and Hastie, T. J. (2003). Reduced-rank vector generalized linear models. Statistical Modelling, 3, 15–41.

See Also

rrvglm, lvplot.rrvglm, vglmff-class.

Examples

## Not run:  # Rank-1 stereotype model of Anderson (1984)
pneumo <- transform(pneumo, let = log(exposure.time),
                            x3  = runif(nrow(pneumo)))  # Noise
fit <- rrvglm(cbind(normal, mild, severe) ~ let + x3,
              multinomial, data = pneumo, Rank = 1)
Coef(fit)

## End(Not run)

VGAM documentation built on Sept. 18, 2024, 9:09 a.m.