effectiveCurvature: Effective Curvature Utilitiy Used by Curvature and Project

In curve: Dynamic Systems Estimation - Curvature Extensions

Description

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Usage

    effectiveCurvature(cur, QRofD, residual, s.sqr, show.details=FALSE,
    warn=TRUE)

Arguments

cur	the relative curvature array. See relCurvature.
QRofD	QR decomposition of D array from Bates and Watts.
residual	point in sample space where the curvature should be calculated (possibly shifted by subtracting actual data to give a residual).
s.sqr	sample estimate of the residual variance.
show.details	logical indicating if intermediate calculations should be printed.
warn	see details.

Details

Effective residual curvature from Bates and Watts p260 Calculate the scaled RMS curvatures relative to a confidence disk radius and extreme axis ratios. ref. Bates and Watts (1983) p254 eqn (7.23). and Bates and Watts J.R. Statist.Soc. B (1980).

Transform the residual vector by multiply Q-transpose and sqrt(s.sqr*p). Calculate the p by p effective residual curvature matrix B and its eigenvalues. Bates and Watts p260

... If I-B is not positive definite, where B is the effective residual curvature matrix, and warn is TRUE, then a warning will indicate that the calculation does not seem to correspond to a local minimum.

Value

x

References

Bates and Watts (1980), J.R. Statist.Soc. B. Bates and Watts( 1983), 'Nonlinear Regression Analysis and Its Applications.'

See Also

curvature project curvatureStats relCurvature

curve documentation built on May 2, 2019, 5:31 p.m.