Effective Curvature Utilitiy Used by Curvature and Project

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Description

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Usage

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    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