gdmudr: Interface of dbmdr, dbimdr, dgmdr, dpmdr in GRKPACK.

In assist: A Suite of R Functions Implementing Spline Smoothing Techniques

Interface of dbmdr, dbimdr, dgmdr, dpmdr in GRKPACK.

Description

To calculate a spline estimate with multiple smoothing parameters for non-Gaussian data

Usage

gdmudr(y, q, s, family, vmu = "v", varht = NULL, 
    init = 0, theta = NULL, tol1 = 0, tol2 = 0, prec1 = 1e-06, 
    maxit1 = 30, prec2 = 1e-06, maxit2 = 30) 

Arguments

y	a numerical vector representing the response, or a matrix of two columns for binomial data with the first column as the largest possible counts and the second column as the counts actually obsered.
q	a list, or an array, of square matrices of the same order as the length of y, which are the reproducing kernels evaluated at the design points.
s	the design matrix of the null space H_0 of size (length-of-y,dim(H_0)), with elements equal to the bases of H_0 evaluated at design points.
family	a string specifying the family of distribution. Families supported are "binary", "binomial", "poisson" and "gamma" for Bernoulli, binomial, poisson, and gamma distributions respectively. Canonical links are used except for Gamma family where log link is used.
vmu	a character string specifying a method for choosing the smoothing parameter. "v", "m" and "u" represent GCV, GML and UBR respectively. "u\sim", only used for non-Gaussian family, specifies UBR with estimated variance. Default is "v".
varht	needed only when vmu="u", which gives the fixed variance in calculation of the UBR function. Default is 1.0.
init	an integer of 0 or 1 indicating if initial values are provided for theta. If init=1, initial values are provided using theta. Default is 0.
theta	If ‘init=1’, theta includes intial values for smoothing parameters. Default is NULL.
tol1	the tolerance for elements of w's. Default is 0.0 which sets to square of machine precision.
tol2	tolerance for truncation used in ‘dsidr’. Default is 0.0 which sets to square of machine precision.
prec1	precision requested for the minimum score value, where precision is the weaker of the absolute and relative precisions. Default is 1e-06.
maxit1	maximum number of iterations allowed for DMUDR subroutine. Default is 30.
prec2	precision requested for stopping the iteration. Default is 1e-06.
maxit2	maximum number of iterations allowed for the iteration in GRKPACK. Default is 30.

Value

info	an integer that provides error message. info=-1 indicates dimension error, info=-2 idicates F_{2}^{T} Q_{*}^{theta} F_{2} !>= 0, info=-3 indicates tuning parameters are out of scope, info=-4 indicates dmudr fails to converge within maxit1 steps, info=-5 indicates dmudr fails to find a reasonable descent direction, info=-6 indicates GRKPACK fails to converge within maxit2 steps, info=-7 indicates there are some w's equals to zero, info>0 indicates the matrix S is rank deficient with info=rank(S)+1.
fit	estimate of the function at design points.
c	estimates of c.
d	estimates of d.
resi	vector of working residuals.
varht	estimate of dispersion parameter.
theta	estimates of parameters log10(theta).
nlaht	the estimate of log10(nobs*lambda).
score	the minimum GCV/GML/UBR score at the estimated smoothing parameters.
df	equavilent degree of freedom.
nobs	length-of-y, number of observations.
nnull	dim(H_0), number of bases.
nq	length(rk), number of reproducing kernels.
s,q,y,init,maxit2	changed from the inputs.

Author(s)

Chunlei Ke [e-mail] and Yuedong Wang [e-mail]

References

Wahba, G. (1990). Spline Models for Observational Data. SIAM, Vol. 59.

Wang, Y. (1997). GRKPACK: Fitting Smoothing Spline ANOVA Models for Exponential Families. Communications in Statistics: Simulation and Computation, 24: 1037-1059.

See Also

dsidr, dmudr, gdsidr, ssr

assist documentation built on Aug. 22, 2023, 9:12 a.m.