deviance.gamlss: Global Deviance of a GAMLSS model

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

View source: R/extra.R

Description

Returns the global, -2*log(likelihood), or the penalized, -2*log(likelihood)+ penalties, deviance of a fitted GAMLSS model object.

Usage

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## S3 method for class 'gamlss'
deviance(object,  what = c("G", "P"), ...)

Arguments

object

a GAMLSS fitted model

what

put "G" for Global or "P" for Penalized deviance

...

for extra arguments

Details

deviance is a generic function which can be used to extract deviances for fitted models. deviance.gamlss is the method for a GAMLSS object.

Value

The value of the global or the penalized deviance extracted from a GAMLSS object.

Author(s)

Mikis Stasinopoulos d.stasinopoulos@londonmet.ac.uk

References

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.family, coef.gamlss, fitted.gamlss

Examples

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data(aids)
h<-gamlss(y~poly(x,3)+qrt, family=PO, data=aids) # 
deviance(h)
rm(h)

Example output

Loading required package: splines
Loading required package: gamlss.data
Loading required package: gamlss.dist
Loading required package: MASS
Loading required package: nlme
Loading required package: parallel
 **********   GAMLSS Version 5.0-2  ********** 
For more on GAMLSS look at http://www.gamlss.org/
Type gamlssNews() to see new features/changes/bug fixes.

GAMLSS-RS iteration 1: Global Deviance = 416.8014 
GAMLSS-RS iteration 2: Global Deviance = 416.8014 
[1] 416.8014

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