drqssbc {cobs99} | R Documentation |
Estimate the B-spline coefficients for a regression quantile smoothing spline with optional constraints, using Ng(1996)'s algorithm.
drqssbc(x, y, w= rep(1,n), pw, knots, degree, Tlambda, constraint, n.sub = n1000cut(nrq), equal, smaller, greater, gradient, coef, maxiter = 20 * n, trace = 1, n.equal = nrow(equal), n.smaller = nrow(smaller), n.greater = nrow(greater), n.gradient = nrow(gradient), nrq = length(x), nl1, neqc, niqc, nvar, nj0, tau = 0.5, lam, tmin, kmax, lstart, factor, eps = .Machine$double.eps, print.warn)
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 passed to l1.design or
loo.design . |
knots |
~~Describe knots here~~ |
degree |
integer, must be 1 or 2. |
Tlambda |
~~Describe Tlambda here~~ |
constraint |
see cobs (but cannot be abbreviated here). |
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 |
3-column matrices specifying the respective constraints. The has 0 zeros if there no constraints of the corresponding kind. |
gradient |
3-column matrix for gradient constraints. |
coef |
numeric vector, the initial guess for the B-spline coefficients. |
maxiter |
upper bound of the number of iteration; default to 20*n. |
trace |
~~Describe trace here~~ |
n.equal,n.smaller,n.greater,n.gradient |
~~Describe n.gradient here~~ |
nrq |
~~Describe nrq here~~ |
nl1 |
~~Describe nl1 here~~ |
neqc |
integer giving the number of equations. |
niqc |
integer giving the number of inequality constraints. |
nvar |
integer giving the number of equations and constraints. |
nj0 |
~~Describe nj0 here~~ |
tau |
desired quantile level; defaults to 0.5 (median). |
lam |
~~Describe lam here~~ |
tmin |
~~Describe tmin here~~ |
kmax |
~~Describe kmax here~~ |
lstart |
number, see cobs. |
factor |
number in [1,4], see cobs . |
eps |
tolerance used in the fortran code in many different contexts. |
print.warn |
logical indicating if warnings should be printed, when the algorithm seems to have behaved somewhat unexpectedly. |
This is an auxiliary function for cobs
, possibly
interesting on its own. This documentation is currently sparse; read
the source code!
a list with components
comp1 |
Description of `comp1' |
comp2 |
Description of `comp2' |
...
Pin Ng; this help page: Martin Maechler.
Ng, P. (1996) An Algorithm for Quantile Smoothing Splines, Computational Statistics & Data Analysis 22, 99–118.
the main function cobs
and its auxiliary
qbsks
which calls drqssbc()
repeatedly.
set.seed(1243) x <- 1:32 fx <- (x-5)*(x-15)^2*(x-21) y <- fx + round(rnorm(x,s = 0.25),2) ## FAILS drqssbc(x,y,nrq=32,lam=1,degree=1,knots=c(1,5,15,32))