check.analytical: Checking the analytical gradient of the GCV/UBRE score

View source: R/check.analytical.R

check.analyticalR Documentation

Checking the analytical gradient of the GCV/UBRE score

Description

This function calculates the finite-difference approximation of the GCV/UBRE gradient for the fitted model and compares it with the analytical gradient.

Usage

check.analytical(object, data, del=1e-6,control)

Arguments

object

A fitted scam object.

data

An original data frame or list containing the model response variable and covariates.

del

A positive scalar (default is 1e-6) giving an increment for finite difference approximation.

control

Control option list as returned by scam.control.

Value

A list is returned with the following items:

dgcv.ubre.fd

The finite-difference approximation of the gradient.

check.grad

The relative difference in percentage between the analytical and finite differenced derivatives.

Author(s)

Natalya Pya <nat.pya@gmail.com>

See Also

scam


scam documentation built on June 22, 2024, 10:43 a.m.