additive.fit: Implementing Backfitting in GAMLSS

Description Usage Arguments Details Value Author(s) References See Also

View source: R/add.r

Description

This function is not to be used on its own. It is used for backfitting in the GAMLSS fitting algorithms and it is based on the equivalent function written by Trevor Hastie in the gam() S-plus implementation, (Chambers and Hastie, 1991).

Usage

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additive.fit(x, y, w, s, who, smooth.frame, maxit = 30, tol = 0.001, 
             trace = FALSE, se = TRUE, ...)

Arguments

x

the linear part of the explanatory variables

y

the response variable

w

the weights

s

the matrix containing the smoothers

who

the current smoothers

smooth.frame

the data frame used for the smoothers

maxit

maximum number of iterations in the backfitting

tol

the tolerance level for the backfitting

trace

whether to trace the backfitting algorithm

se

whether standard errors are required

...

for extra arguments

Details

This function should not be used on its own

Value

Returns a list with the linear fit plus the smothers

Author(s)

Mikis Stasinopoulos

References

Chambers, J. M. and Hastie, T. J. (1991). Statistical Models in S, Chapman and Hall, London.

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

(see also https://www.gamlss.com/).

See Also

gamlss


gamlss documentation built on March 31, 2021, 5:10 p.m.