pgam: Poisson-Gamma Additive Models.

This work is an extension of the state space model for Poisson count data, Poisson-Gamma model, towards a semiparametric specification. Just like the generalized additive models (GAM), cubic splines are used for covariate smoothing. The semiparametric models are fitted by an iterative process that combines maximization of likelihood and backfitting algorithm.

Author
Washington Junger <wjunger@ims.uerj.br> and Antonio Ponce de Leon <ponce@ims.uerj.br>
Date of publication
2012-01-13 16:07:51
Maintainer
Washington Junger <wjunger@ims.uerj.br>
License
GPL (>= 2)
Version
0.4.12

View on CRAN

Man pages

AIC.pgam
AIC extraction
aihrio
Sample dataset
backfitting
Backfitting algorithm
bksmooth
Smoothing of nonparametric terms
coef.pgam
Coefficients extraction
deviance.pgam
Deviance extraction
elapsedtime
Utility function
envelope
Generic function for simulated envelope generation.
envelope.pgam
Normal plot with simulated envelope of the residuals.
f
Utility function
fitted.pgam
Fitted values extraction
fnz
Utility function
formparser
Read the model formula and split it into the parametric and...
framebuilder
Utility function
g
Utility function
intensity
Utility function
link
Utility function
logLik.pgam
Loglik extraction
lpnorm
Utility function
periodogram
Raw Periodogram
pgam
Poisson-Gamma Additive Models
pgam.filter
Estimation of the conditional distributions parameters of the...
pgam.fit
One-step ahead prediction and variance
pgam.hes2se
Utility function
pgam.likelihood
Likelihood function to be maximized
pgam.par2psi
Utility function
pgam.psi2par
Utility function
plot.pgam
Plot of estimated curves
predict.pgam
Prediction
print.pgam
Model output
print.summary.pgam
Summary output
residuals.pgam
Residuals extraction
summary.pgam
Summary output
tbl2tex
LaTeX table exporter

Files in this package

pgam
pgam/MD5
pgam/DESCRIPTION
pgam/man
pgam/man/summary.pgam.Rd
pgam/man/link.Rd
pgam/man/pgam.fit.Rd
pgam/man/formparser.Rd
pgam/man/pgam.hes2se.Rd
pgam/man/pgam.par2psi.Rd
pgam/man/logLik.pgam.Rd
pgam/man/print.summary.pgam.Rd
pgam/man/AIC.pgam.Rd
pgam/man/pgam.likelihood.Rd
pgam/man/lpnorm.Rd
pgam/man/intensity.Rd
pgam/man/f.Rd
pgam/man/envelope.pgam.Rd
pgam/man/aihrio.Rd
pgam/man/envelope.Rd
pgam/man/pgam.psi2par.Rd
pgam/man/plot.pgam.Rd
pgam/man/print.pgam.Rd
pgam/man/predict.pgam.Rd
pgam/man/bksmooth.Rd
pgam/man/pgam.filter.Rd
pgam/man/coef.pgam.Rd
pgam/man/deviance.pgam.Rd
pgam/man/periodogram.Rd
pgam/man/fitted.pgam.Rd
pgam/man/fnz.Rd
pgam/man/residuals.pgam.Rd
pgam/man/backfitting.Rd
pgam/man/elapsedtime.Rd
pgam/man/framebuilder.Rd
pgam/man/tbl2tex.Rd
pgam/man/g.Rd
pgam/man/pgam.Rd
pgam/src
pgam/src/pgam.h
pgam/src/pgam.c
pgam/NAMESPACE
pgam/data
pgam/data/aihrio.rda
pgam/INDEX
pgam/R
pgam/R/zzz.r
pgam/R/pgam.r
pgam/gnugpl2.txt