fit_poisson_model | R Documentation |
fit_poisson_model
is called from intensity_pspline
and performs the iterative algorithm to estimate the model parameters and the
smoothing parameters rho in the penalized Poisson model.
fit_poisson_model(data, Z, K, ind, verbose = FALSE, control = list())
data |
The binned data. |
Z |
The (sparse) model matrix where the number of columns must
correspond to the length of the vector of model coefficients |
K |
A (sparse) square penalty matrix of with the same dimension as
|
ind |
A list which contains the indices belonging to each smooth term and the linear terms. |
verbose |
If |
control |
A list of optional arguments which control the convergence of the fitting algorithm. See "Details". |
Smoothing parameters are estimated using the generalized Fellner-Schall method (Wood and Fasiolo, 2017).
Model fit.
Marc Schneble marc.schneble@stat.uni-muenchen.de
Wood, S. N. and Fasiolo, M. (2017). A generalized Fellner-Schall method for smoothing parameter optimization with application to Tweedie location, scale and shape models. Biometrics 73 1071-1081.
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