qbsks2 {cobs} | 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.
qbsks2(x,y,w,pw, knots,nknots, degree,Tlambda, constraint, ptConstr, maxiter, trace, nrq,nl1, neqc, tau, select.lambda, ks, do.select, knots.add, repeat.delete.add, ic, print.mesg, give.pseudo.x = TRUE, rq.tol = 1e-8, tol.kn = 1e-6, tol.0res = 1e-6, print.warn, nk.start)
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 |
numeric vector of knots of which nknots will be used. |
nknots |
number of knots to be used. |
degree |
integer specifying polynomial degree; must be 1 or 2. |
Tlambda |
~~Describe Tlambda here~~ |
constraint |
string (or empty) specifying the global constraints;
see cobs . |
ptConstr |
list of pointwise constraints. |
maxiter |
~~Describe maxiter here~~ |
trace |
integer or logical indicating the tracing level of the underlying algorithms; not implemented (due to lack of trace in quantreg ...) |
nrq,nl1,neqc |
integers specifying dimensionalities, directly
passed to drqssbc2 , see there. |
tau |
desired quantile level (in interval (0,1)). |
select.lambda |
~~Describe lam here~~ |
ks |
number used as offset in SIC/AIC/BIC. |
do.select |
logical indicating if knots shall be selected (instead of used as specified). |
knots.add, repeat.delete.add |
logicals, see cobs . |
ic |
information criterion to use, see cobs . |
print.mesg |
an integer indicating how qbsks2() should
print message about its current stages. |
give.pseudo.x |
logical indicating if the pseudo design matrix X~ should be returned (as sparse matrix). |
rq.tol |
numeric convergence tolerance for the interior point
algorithm called from rq.fit.sfnc() or
rq.fit.sfn() . |
tol.kn |
“tolerance” for shifting the outer knots. |
tol.0res |
tolerance passed to drqssbc2 . |
print.warn |
flag indicating if and how much warnings and
information is to be printed; currently just passed to
drqssbc2 . |
nk.start |
number of starting knots used in automatic knot selection. |
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
drqssbc2 . |
Pin Ng; this help page: Martin Maechler.
Ng, P. (1996) An Algorithm for Quantile Smoothing Splines, Computational Statistics & Data Analysis 22, 99–118.
See also the references in cobs
.
the main function cobs
; further
drqssbc2
which is called from qbsks2()
.