Description Usage Arguments Value See Also
gpnlreg.estim.def
takes a gpnl.obj and a list of estimation and fitting parameters,
and using either a serial or an Rmpi
implementation, calls parallel.fcn
on every
window of data in gpnl.obj$data.subsets, returning a gpnl.obj with an est.results component
including all of the results of the estimation and model fitting.
1 | gpnlreg.estim.def(gpnl.obj, est.pars)
|
gpnl.obj |
a gpnl.obj containing a data.subsets component |
est.pars |
a list containing n.subsamples (the number of subsamples to be taken from each data set in each window), smoothness (of the Matern covariance function in the local estimation procedure), lambd (value of tuning parameter in the penalty in the objective function), penalty.type (one of 'L1', 'L2', 'elastic', or 'none'), upper.bounds and lower.bounds (box constraints in the local likelihood parameter estimation), min.num.samples (the minimum number of samples needed in both data sets to perform local estimation on a window of data), and est.type (a character vector 'serial' or 'Rmpi' indicating how the estimation should be performed). |
a gpnl.obj containing an est.results component
serial.implementation
rmpi.implementation
parallel.fcn
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