qbsks {cobs99} | R Documentation |
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.
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)
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 |
~~Describe knots here~~ |
nknots |
~~Describe nknots here~~ |
degree |
integer specifying polynomial degree; must be 1 or 2. |
Tlambda |
~~Describe Tlambda here~~ |
constraint |
~~Describe constraint 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 |
~~Describe equal here~~ |
smaller |
~~Describe smaller here~~ |
greater |
~~Describe greater here~~ |
gradient |
~~Describe gradient here~~ |
coef |
~~Describe coef here~~ |
maxiter |
~~Describe maxiter here~~ |
trace |
~~Describe trace here~~ |
n.equal |
~~Describe n.equal here~~ |
n.smaller |
~~Describe n.smaller here~~ |
n.greater |
~~Describe n.greater here~~ |
n.gradient |
~~Describe n.gradient here~~ |
nrq |
~~Describe nrq here~~ |
nl1 |
~~Describe nl1 here~~ |
neqc |
~~Describe neqc here~~ |
nj0 |
~~Describe nj0 here~~ |
tau |
~~Describe tau here~~ |
lam |
~~Describe lam here~~ |
tmin |
~~Describe tmin here~~ |
kmax |
~~Describe kmax here~~ |
lstart |
~~Describe lstart here~~ |
ks |
~~Describe ks here~~ |
mk.flag |
~~Describe mk.flag here~~ |
knots.add |
~~Describe knots.add here~~ |
ic |
~~Describe ic here~~ |
print.mesg |
~~Describe print.mesg here~~ |
factor |
~~Describe factor here~~ |
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 . |
This is an auxiliary function for cobs(*, lambda = 0)
,
possibly interesting on its own. This documentation is currently sparse; read
the source code!
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 . |
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
; further
drqssbc
which is called from qbsks()
.