qbsks {cobs99}R Documentation

Quantile B-Spline with Fixed Knots

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

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 ~~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.

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().


[Package cobs99 version 0.9-7 Index]