drkpk {gss} | R Documentation |
Perform numerical calculations for the ssden
and
sshzd
suites.
sspdsty(s, r, q, cnt, qd.s, qd.r, qd.wt, prec, maxiter, alpha) mspdsty(s, r, q, cnt, qd.s, qd.r, qd.wt, prec, maxiter, alpha) msphzd(s, r, q, Nobs, cnt, qd.s, qd.r, qd.wt, prec, maxiter, alpha)
s |
Unpenalized terms evaluated at data points. |
r |
Basis of penalized terms evaluated at data points. |
q |
Penalty matrix. |
Nobs |
Total number of lifetime observations. |
cnt |
Bin-counts for histogram data. |
qd.s |
Unpenalized terms evaluated at quadrature nodes. |
qd.r |
Basis of penalized terms evaluated at quadrature nodes. |
qd.wt |
Quadrature weights. |
prec |
Precision requirement for internal iterations. |
maxiter |
Maximum number of iterations allowed for internal iterations. |
alpha |
Parameter defining cross-validation score for smoothing parameter selection. |
sspdsty
is used by ssden
to compute
cross-validated density estimate with a single smoothing
parameter. mspdsty
is used by ssden
to compute
cross-validated density estimate with multiple smoothing
parameters.
msphzd
is used by sshzd
to compute
cross-validated hazard estimate with single or multiple smoothing
parameters.
Gu, C. (2002), Smoothing Spline ANOVA Models. New York: Springer-Verlag.
Gu, C. and Wang, J. (2003), Penalized likelihood density estimation: Direct cross-validation and scalable approximation. Statistica Sinica, 13, 811–826.