iterchoiceS1 | R Documentation |
The function iterchoiceS1
searches the interval from mini
to
maxi
for a minimum of the function which calculates the chosen
criterion
(critS1gcv
, critS1aic
, critS1bic
,
critS1aicc
or critS1gmdl
) with respect to its first
argument (a given iteration k
) using optimize
. This function is not intended to be used directly.
iterchoiceS1(n, mini, maxi, tUy, eigenvaluesS1, ddlmini, ddlmaxi,
y, criterion, fraction)
n |
The number of observations. |
mini |
The lower end point of the interval to be searched. |
maxi |
The upper end point of the interval to be searched. |
eigenvaluesS1 |
Vector of the eigenvalues of the symmetric smoothing matrix S. |
tUy |
The transpose of the matrix of eigen vectors of the symmetric smoothing matrix S times the vector of observation y. |
ddlmini |
The number of eigen values of S equal to 1. |
ddlmaxi |
The maximum df. No criterion is calculated and
|
y |
The vector of observations of dependant variable. |
criterion |
The criteria available are GCV (default, |
fraction |
The subdivision of the interval [ |
The interval [mini
,maxi
] is splitted into
subintervals using fraction
. In each subinterval the function
fcriterion
is minimzed using optimize
(with respect
to its first argument) and the minimum (and its argument) of the
result of these optimizations is returned.
A list with components iter
and objective
which give the
(rounded) optimum number of iterations (between
Kmin
and Kmax
) and the value
of the function at that real point (not rounded).
Pierre-Andre Cornillon, Nicolas Hengartner and Eric Matzner-Lober
Cornillon, P.-A.; Hengartner, N.; Jegou, N. and Matzner-Lober, E. (2012) Iterative bias reduction: a comparative study. Statistics and Computing, 23, 777-791.
Cornillon, P.-A.; Hengartner, N. and Matzner-Lober, E. (2013) Recursive bias estimation for multivariate regression smoothers Recursive bias estimation for multivariate regression smoothers. ESAIM: Probability and Statistics, 18, 483-502.
Cornillon, P.-A.; Hengartner, N. and Matzner-Lober, E. (2017) Iterative Bias Reduction Multivariate Smoothing in R: The ibr Package. Journal of Statistical Software, 77, 1–26.
ibr
, iterchoiceS1
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