qbsks: Quantile B-Spline with Fixed Knots

Description Usage Arguments Details Value Author(s) References See Also

View source: R/qbsks.R

Description

Compute B-spline coefficients for regression quantile B-spline with stepwise knots selection and quantile B-spline with fixed knots regression spline, using Ng (1996)'s algorithm.

Usage

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qbsks(x,y,w,pw, knots,nknots, degree,Tlambda, constraint,
      n.sub = n1000cut(n), equal,smaller, greater,gradient, coef,maxiter,
      trace, n.equal,n.smaller,n.greater,n.gradient,
      nrq,nl1, neqc, nj0, tau,lam,tmin,kmax,lstart,
      ks,mk.flag, knots.add, ic, print.mesg,
      factor, tol.kn = 1e-6, eps = .Machine$double.eps, print.warn)

Arguments

x

numeric vector, sorted increasingly, the abscissa values

y

numeric, same length as x, the observations.

w

numeric vector of weights, same length as x, as in cobs.

pw

penalty weights vector ... ...

knots

numeric vector of knots of which nknots will be used.

nknots

number of knots to be used.

degree

integer specifying polynomial degree; must be 1 or 2.

Tlambda

(vector of) smoothing parameter(s) λ, see drqssbc.

constraint

string (or empty) specifying the global constraints; see cobs.

n.sub

integer, not larger than sample size n; the default has n.sub == n as long as n is less than 1000.

equal,smaller,greater,gradient

optional constraint specifications; simply passed to drqssbc.

coef,maxiter,trace

simply passed to drqssbc.

n.equal, n.smaller, n.greater, n.gradient

simply passed to drqssbc.

nrq,nl1,neqc

integers specifying dimensionalities, directly passed to drqssbc, see there.

nj0

passed to drqssbc, see there.

tau

desired quantile level (in interval (0,1)).

lam,tmin,kmax,lstart

passed to drqssbc, see there.

ks

(seems unused)

mk.flag

logical; if true, perform first step knots selection.

knots.add

logical, see cobs.

ic

information criterion to use, see cobs.

print.mesg

an integer indicating how qbsks2() should print message about its current stages.

factor

passed to drqssbc, see there.

tol.kn

“tolerance” for shifting the outer knots.

eps

tolerance passed to drqssbc.

print.warn

flag indicating if and how much warnings and information is to be printed; currently just passed to drqssbc.

Details

This is an auxiliary function for cobs(*, lambda = 0), possibly interesting on its own. This documentation is currently sparse; read the source code!

Value

a list with components

coef

..

fidel

..

k

dimensionality of model fit.

ifl

integer “flag”; the return code.

icyc

integer of length 2, see cobs.

knots

the vector of inner knots.

nknots

the number of inner knots.

nvar

the number of “variables”, i.e. unknowns including constraints.

lambda

the penalty factor, chosen or given.

pseudo.x

the pseudo design matrix X, as returned from drqssbc.

Author(s)

Pin Ng; this help page: Martin Maechler.

References

Ng, P. (1996) An Algorithm for Quantile Smoothing Splines, Computational Statistics \& Data Analysis 22, 99–118.

See Also

the main function cobs; further drqssbc which is called from qbsks().


cobs99 documentation built on May 31, 2017, 4:39 a.m.

Related to qbsks in cobs99...