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

In scam: Shape Constrained Additive Models

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 <[e-mail]>

See Also

scam

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