Description Usage Arguments Details Value Author(s) Examples
Function used to generate initial values of parameters for the
GLARMA model from glm
or glm.nb
.
1 |
y |
Numeric vector; response variable. |
X |
Matrix; explanatory variables. A vector of ones should be added to the data matrix as the first column for the beta of the intercept. |
offset |
Either |
type |
Character; the distribution of the counts. |
alpha |
Numeric; an optional initial value for the
|
Generates and returns the initial parameters for the GLARMA model under the specified distribution by fitting a generalized linear model.
beta |
A named numeric vector of initial coefficients. |
y |
If requested, the y vector used. |
X |
If requested, the model matrix. |
alpha |
The |
type |
The distribution of the counts in the GLARMA model. |
null.deviance |
Null deviance of the GLM with the same regression structure as the GLARMA model. |
df.null |
Null degrees of freedom of the GLM with the same regression structure as the GLARMA model. |
"William T.M. Dunsmuir" <w.dunsmuir@unsw.edu.au>
1 2 3 4 5 6 7 8 |
List of 7
$ beta : Named num [1:6] 0.207 -4.799 -0.149 -0.532 0.169 ...
..- attr(*, "names")= chr [1:6] "XIntcpt" "XTrend" "XCosAnnual" "XSinAnnual" ...
$ y : int [1:168] 0 1 0 0 1 3 9 2 3 5 ...
$ X : num [1:168, 1:6] 1 1 1 1 1 1 1 1 1 1 ...
..- attr(*, "dimnames")=List of 2
.. ..$ : NULL
.. ..$ : chr [1:6] "Intcpt" "Trend" "CosAnnual" "SinAnnual" ...
$ alpha : NULL
$ type : chr "Poi"
$ null.deviance: num 343
$ df.null : int 167
$beta
XIntcpt XTrend XCosAnnual XSinAnnual XCosSemiAnnual
0.2069383 -4.7986615 -0.1487333 -0.5318768 0.1690998
XSinSemiAnnual
-0.4321435
$y
[1] 0 1 0 0 1 3 9 2 3 5 3 5 2 2 0 1 0 1 3 3 2 1 1 5 0
[26] 3 1 0 1 4 0 0 1 6 14 1 1 0 0 1 1 1 1 0 1 0 1 0 1 0
[51] 1 0 1 0 1 0 1 0 0 2 0 1 0 1 0 0 1 2 0 0 1 2 0 3 1
[76] 1 0 2 0 4 0 2 1 1 1 1 0 1 1 0 2 1 3 1 2 4 0 0 0 1
[101] 0 1 0 2 2 4 2 3 3 0 0 2 7 8 2 4 1 1 2 4 0 1 1 1 3
[126] 0 0 0 0 1 0 1 1 0 0 0 0 0 1 2 0 2 0 0 0 1 0 1 0 1
[151] 0 2 0 0 1 2 0 1 0 0 0 1 2 1 0 1 3 6
$X
Intcpt Trend CosAnnual SinAnnual CosSemiAnnual SinSemiAnnual
[1,] 1 -0.072 1.000000e+00 1.469528e-15 1.0 2.939055e-15
[2,] 1 -0.071 8.660254e-01 5.000000e-01 0.5 8.660254e-01
[3,] 1 -0.070 5.000000e-01 8.660254e-01 -0.5 8.660254e-01
[4,] 1 -0.069 -3.184654e-15 1.000000e+00 -1.0 -6.369308e-15
[5,] 1 -0.068 -5.000000e-01 8.660254e-01 -0.5 -8.660254e-01
[6,] 1 -0.067 -8.660254e-01 5.000000e-01 0.5 -8.660254e-01
[7,] 1 -0.066 -1.000000e+00 2.205647e-15 1.0 -4.411293e-15
[8,] 1 -0.065 -8.660254e-01 -5.000000e-01 0.5 8.660254e-01
[9,] 1 -0.064 -5.000000e-01 -8.660254e-01 -0.5 8.660254e-01
[10,] 1 -0.063 -4.905202e-16 -1.000000e+00 -1.0 9.810403e-16
[11,] 1 -0.062 5.000000e-01 -8.660254e-01 -0.5 -8.660254e-01
[12,] 1 -0.061 8.660254e-01 -5.000000e-01 0.5 -8.660254e-01
[13,] 1 -0.060 1.000000e+00 4.777320e-15 1.0 9.554640e-15
[14,] 1 -0.059 8.660254e-01 5.000000e-01 0.5 8.660254e-01
[15,] 1 -0.058 5.000000e-01 8.660254e-01 -0.5 8.660254e-01
[16,] 1 -0.057 -2.939733e-15 1.000000e+00 -1.0 -5.879466e-15
[17,] 1 -0.056 -5.000000e-01 8.660254e-01 -0.5 -8.660254e-01
[18,] 1 -0.055 -8.660254e-01 5.000000e-01 0.5 -8.660254e-01
[19,] 1 -0.054 -1.000000e+00 -1.102146e-15 1.0 2.204291e-15
[20,] 1 -0.053 -8.660254e-01 -5.000000e-01 0.5 8.660254e-01
[21,] 1 -0.052 -5.000000e-01 -8.660254e-01 -0.5 8.660254e-01
[22,] 1 -0.051 2.817272e-15 -1.000000e+00 -1.0 -5.634544e-15
[23,] 1 -0.050 5.000000e-01 -8.660254e-01 -0.5 -8.660254e-01
[24,] 1 -0.049 8.660254e-01 -5.000000e-01 0.5 -8.660254e-01
[25,] 1 -0.048 1.000000e+00 9.796851e-16 1.0 1.959370e-15
[26,] 1 -0.047 8.660254e-01 5.000000e-01 0.5 8.660254e-01
[27,] 1 -0.046 5.000000e-01 8.660254e-01 -0.5 8.660254e-01
[28,] 1 -0.045 8.579021e-16 1.000000e+00 -1.0 1.715804e-15
[29,] 1 -0.044 -5.000000e-01 8.660254e-01 -0.5 -8.660254e-01
[30,] 1 -0.043 -8.660254e-01 5.000000e-01 0.5 -8.660254e-01
[31,] 1 -0.042 -1.000000e+00 -8.572244e-16 1.0 1.714449e-15
[32,] 1 -0.041 -8.660254e-01 -5.000000e-01 0.5 8.660254e-01
[33,] 1 -0.040 -5.000000e-01 -8.660254e-01 -0.5 8.660254e-01
[34,] 1 -0.039 2.572351e-15 -1.000000e+00 -1.0 -5.144702e-15
[35,] 1 -0.038 5.000000e-01 -8.660254e-01 -0.5 -8.660254e-01
[36,] 1 -0.037 8.660254e-01 -5.000000e-01 0.5 -8.660254e-01
[37,] 1 -0.036 1.000000e+00 7.347638e-16 1.0 1.469528e-15
[38,] 1 -0.035 8.660254e-01 5.000000e-01 0.5 8.660254e-01
[39,] 1 -0.034 5.000000e-01 8.660254e-01 -0.5 8.660254e-01
[40,] 1 -0.033 1.102823e-15 1.000000e+00 -1.0 2.205647e-15
[41,] 1 -0.032 -5.000000e-01 8.660254e-01 -0.5 -8.660254e-01
[42,] 1 -0.031 -8.660254e-01 5.000000e-01 0.5 -8.660254e-01
[43,] 1 -0.030 -1.000000e+00 -2.388660e-15 1.0 4.777320e-15
[44,] 1 -0.029 -8.660254e-01 -5.000000e-01 0.5 8.660254e-01
[45,] 1 -0.028 -5.000000e-01 -8.660254e-01 -0.5 8.660254e-01
[46,] 1 -0.027 5.510729e-16 -1.000000e+00 -1.0 -1.102146e-15
[47,] 1 -0.026 5.000000e-01 -8.660254e-01 -0.5 -8.660254e-01
[48,] 1 -0.025 8.660254e-01 -5.000000e-01 0.5 -8.660254e-01
[49,] 1 -0.024 1.000000e+00 4.898425e-16 1.0 9.796851e-16
[50,] 1 -0.023 8.660254e-01 5.000000e-01 0.5 8.660254e-01
[51,] 1 -0.022 5.000000e-01 8.660254e-01 -0.5 8.660254e-01
[52,] 1 -0.021 -4.286122e-16 1.000000e+00 -1.0 -8.572244e-16
[53,] 1 -0.020 -5.000000e-01 8.660254e-01 -0.5 -8.660254e-01
[54,] 1 -0.019 -8.660254e-01 5.000000e-01 0.5 -8.660254e-01
[55,] 1 -0.018 -1.000000e+00 -3.673819e-16 1.0 7.347638e-16
[56,] 1 -0.017 -8.660254e-01 -5.000000e-01 0.5 8.660254e-01
[57,] 1 -0.016 -5.000000e-01 -8.660254e-01 -0.5 8.660254e-01
[58,] 1 -0.015 1.194330e-15 -1.000000e+00 -1.0 -2.388660e-15
[59,] 1 -0.014 5.000000e-01 -8.660254e-01 -0.5 -8.660254e-01
[60,] 1 -0.013 8.660254e-01 -5.000000e-01 0.5 -8.660254e-01
[61,] 1 -0.012 1.000000e+00 2.449213e-16 1.0 4.898425e-16
[62,] 1 -0.011 8.660254e-01 5.000000e-01 0.5 8.660254e-01
[63,] 1 -0.010 5.000000e-01 8.660254e-01 -0.5 8.660254e-01
[64,] 1 -0.009 -1.836910e-16 1.000000e+00 -1.0 -3.673819e-16
[65,] 1 -0.008 -5.000000e-01 8.660254e-01 -0.5 -8.660254e-01
[66,] 1 -0.007 -8.660254e-01 5.000000e-01 0.5 -8.660254e-01
[67,] 1 -0.006 -1.000000e+00 -1.224606e-16 1.0 2.449213e-16
[68,] 1 -0.005 -8.660254e-01 -5.000000e-01 0.5 8.660254e-01
[69,] 1 -0.004 -5.000000e-01 -8.660254e-01 -0.5 8.660254e-01
[70,] 1 -0.003 6.123032e-17 -1.000000e+00 -1.0 -1.224606e-16
[71,] 1 -0.002 5.000000e-01 -8.660254e-01 -0.5 -8.660254e-01
[72,] 1 -0.001 8.660254e-01 -5.000000e-01 0.5 -8.660254e-01
[73,] 1 0.000 1.000000e+00 0.000000e+00 1.0 0.000000e+00
[74,] 1 0.001 8.660254e-01 5.000000e-01 0.5 8.660254e-01
[75,] 1 0.002 5.000000e-01 8.660254e-01 -0.5 8.660254e-01
[76,] 1 0.003 6.123032e-17 1.000000e+00 -1.0 1.224606e-16
[77,] 1 0.004 -5.000000e-01 8.660254e-01 -0.5 -8.660254e-01
[78,] 1 0.005 -8.660254e-01 5.000000e-01 0.5 -8.660254e-01
[79,] 1 0.006 -1.000000e+00 1.224606e-16 1.0 -2.449213e-16
[80,] 1 0.007 -8.660254e-01 -5.000000e-01 0.5 8.660254e-01
[81,] 1 0.008 -5.000000e-01 -8.660254e-01 -0.5 8.660254e-01
[82,] 1 0.009 -1.836910e-16 -1.000000e+00 -1.0 3.673819e-16
[83,] 1 0.010 5.000000e-01 -8.660254e-01 -0.5 -8.660254e-01
[84,] 1 0.011 8.660254e-01 -5.000000e-01 0.5 -8.660254e-01
[85,] 1 0.012 1.000000e+00 -2.449213e-16 1.0 -4.898425e-16
[86,] 1 0.013 8.660254e-01 5.000000e-01 0.5 8.660254e-01
[87,] 1 0.014 5.000000e-01 8.660254e-01 -0.5 8.660254e-01
[88,] 1 0.015 1.194330e-15 1.000000e+00 -1.0 2.388660e-15
[89,] 1 0.016 -5.000000e-01 8.660254e-01 -0.5 -8.660254e-01
[90,] 1 0.017 -8.660254e-01 5.000000e-01 0.5 -8.660254e-01
[91,] 1 0.018 -1.000000e+00 3.673819e-16 1.0 -7.347638e-16
[92,] 1 0.019 -8.660254e-01 -5.000000e-01 0.5 8.660254e-01
[93,] 1 0.020 -5.000000e-01 -8.660254e-01 -0.5 8.660254e-01
[94,] 1 0.021 -4.286122e-16 -1.000000e+00 -1.0 8.572244e-16
[95,] 1 0.022 5.000000e-01 -8.660254e-01 -0.5 -8.660254e-01
[96,] 1 0.023 8.660254e-01 -5.000000e-01 0.5 -8.660254e-01
[97,] 1 0.024 1.000000e+00 -4.898425e-16 1.0 -9.796851e-16
[98,] 1 0.025 8.660254e-01 5.000000e-01 0.5 8.660254e-01
[99,] 1 0.026 5.000000e-01 8.660254e-01 -0.5 8.660254e-01
[100,] 1 0.027 5.510729e-16 1.000000e+00 -1.0 1.102146e-15
[101,] 1 0.028 -5.000000e-01 8.660254e-01 -0.5 -8.660254e-01
[102,] 1 0.029 -8.660254e-01 5.000000e-01 0.5 -8.660254e-01
[103,] 1 0.030 -1.000000e+00 2.388660e-15 1.0 -4.777320e-15
[104,] 1 0.031 -8.660254e-01 -5.000000e-01 0.5 8.660254e-01
[105,] 1 0.032 -5.000000e-01 -8.660254e-01 -0.5 8.660254e-01
[106,] 1 0.033 1.102823e-15 -1.000000e+00 -1.0 -2.205647e-15
[107,] 1 0.034 5.000000e-01 -8.660254e-01 -0.5 -8.660254e-01
[108,] 1 0.035 8.660254e-01 -5.000000e-01 0.5 -8.660254e-01
[109,] 1 0.036 1.000000e+00 -7.347638e-16 1.0 -1.469528e-15
[110,] 1 0.037 8.660254e-01 5.000000e-01 0.5 8.660254e-01
[111,] 1 0.038 5.000000e-01 8.660254e-01 -0.5 8.660254e-01
[112,] 1 0.039 2.572351e-15 1.000000e+00 -1.0 5.144702e-15
[113,] 1 0.040 -5.000000e-01 8.660254e-01 -0.5 -8.660254e-01
[114,] 1 0.041 -8.660254e-01 5.000000e-01 0.5 -8.660254e-01
[115,] 1 0.042 -1.000000e+00 8.572244e-16 1.0 -1.714449e-15
[116,] 1 0.043 -8.660254e-01 -5.000000e-01 0.5 8.660254e-01
[117,] 1 0.044 -5.000000e-01 -8.660254e-01 -0.5 8.660254e-01
[118,] 1 0.045 8.579021e-16 -1.000000e+00 -1.0 -1.715804e-15
[119,] 1 0.046 5.000000e-01 -8.660254e-01 -0.5 -8.660254e-01
[120,] 1 0.047 8.660254e-01 -5.000000e-01 0.5 -8.660254e-01
[121,] 1 0.048 1.000000e+00 -9.796851e-16 1.0 -1.959370e-15
[122,] 1 0.049 8.660254e-01 5.000000e-01 0.5 8.660254e-01
[123,] 1 0.050 5.000000e-01 8.660254e-01 -0.5 8.660254e-01
[124,] 1 0.051 2.817272e-15 1.000000e+00 -1.0 5.634544e-15
[125,] 1 0.052 -5.000000e-01 8.660254e-01 -0.5 -8.660254e-01
[126,] 1 0.053 -8.660254e-01 5.000000e-01 0.5 -8.660254e-01
[127,] 1 0.054 -1.000000e+00 1.102146e-15 1.0 -2.204291e-15
[128,] 1 0.055 -8.660254e-01 -5.000000e-01 0.5 8.660254e-01
[129,] 1 0.056 -5.000000e-01 -8.660254e-01 -0.5 8.660254e-01
[130,] 1 0.057 -2.939733e-15 -1.000000e+00 -1.0 5.879466e-15
[131,] 1 0.058 5.000000e-01 -8.660254e-01 -0.5 -8.660254e-01
[132,] 1 0.059 8.660254e-01 -5.000000e-01 0.5 -8.660254e-01
[133,] 1 0.060 1.000000e+00 -4.777320e-15 1.0 -9.554640e-15
[134,] 1 0.061 8.660254e-01 5.000000e-01 0.5 8.660254e-01
[135,] 1 0.062 5.000000e-01 8.660254e-01 -0.5 8.660254e-01
[136,] 1 0.063 -4.905202e-16 1.000000e+00 -1.0 -9.810403e-16
[137,] 1 0.064 -5.000000e-01 8.660254e-01 -0.5 -8.660254e-01
[138,] 1 0.065 -8.660254e-01 5.000000e-01 0.5 -8.660254e-01
[139,] 1 0.066 -1.000000e+00 -2.205647e-15 1.0 4.411293e-15
[140,] 1 0.067 -8.660254e-01 -5.000000e-01 0.5 8.660254e-01
[141,] 1 0.068 -5.000000e-01 -8.660254e-01 -0.5 8.660254e-01
[142,] 1 0.069 -3.184654e-15 -1.000000e+00 -1.0 6.369308e-15
[143,] 1 0.070 5.000000e-01 -8.660254e-01 -0.5 -8.660254e-01
[144,] 1 0.071 8.660254e-01 -5.000000e-01 0.5 -8.660254e-01
[145,] 1 0.072 1.000000e+00 -1.469528e-15 1.0 -2.939055e-15
[146,] 1 0.073 8.660254e-01 5.000000e-01 0.5 8.660254e-01
[147,] 1 0.074 5.000000e-01 8.660254e-01 -0.5 8.660254e-01
[148,] 1 0.075 -2.455989e-16 1.000000e+00 -1.0 -4.911978e-16
[149,] 1 0.076 -5.000000e-01 8.660254e-01 -0.5 -8.660254e-01
[150,] 1 0.077 -8.660254e-01 5.000000e-01 0.5 -8.660254e-01
[151,] 1 0.078 -1.000000e+00 5.144702e-15 1.0 -1.028940e-14
[152,] 1 0.079 -8.660254e-01 -5.000000e-01 0.5 8.660254e-01
[153,] 1 0.080 -5.000000e-01 -8.660254e-01 -0.5 8.660254e-01
[154,] 1 0.081 -3.429575e-15 -1.000000e+00 -1.0 6.859151e-15
[155,] 1 0.082 5.000000e-01 -8.660254e-01 -0.5 -8.660254e-01
[156,] 1 0.083 8.660254e-01 -5.000000e-01 0.5 -8.660254e-01
[157,] 1 0.084 1.000000e+00 -1.714449e-15 1.0 -3.428898e-15
[158,] 1 0.085 8.660254e-01 5.000000e-01 0.5 8.660254e-01
[159,] 1 0.086 5.000000e-01 8.660254e-01 -0.5 8.660254e-01
[160,] 1 0.087 7.104750e-15 1.000000e+00 -1.0 1.420950e-14
[161,] 1 0.088 -5.000000e-01 8.660254e-01 -0.5 -8.660254e-01
[162,] 1 0.089 -8.660254e-01 5.000000e-01 0.5 -8.660254e-01
[163,] 1 0.090 -1.000000e+00 -1.715804e-15 1.0 3.431608e-15
[164,] 1 0.091 -8.660254e-01 -5.000000e-01 0.5 8.660254e-01
[165,] 1 0.092 -5.000000e-01 -8.660254e-01 -0.5 8.660254e-01
[166,] 1 0.093 -3.674497e-15 -1.000000e+00 -1.0 7.348993e-15
[167,] 1 0.094 5.000000e-01 -8.660254e-01 -0.5 -8.660254e-01
[168,] 1 0.095 8.660254e-01 -5.000000e-01 0.5 -8.660254e-01
$alpha
NULL
$type
[1] "Poi"
$null.deviance
[1] 343.0004
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