deviance.pgam {pgam}R Documentation

Deviance extraction

Description

Method for total deviance value extraction.

Usage

## S3 method for class 'pgam':
deviance(object, ...)

Arguments

object object of class pgam holding the fitted model
... further arguments passed to method

Details

See predict.pgam for further information on deviance extration in Poisson-Gamma models.

Value

The sum of deviance components.

Author(s)

Washington Leite Junger wjunger@ims.uerj.br and Antonio Ponce de Leon ponce@ims.uerj.br

References

Harvey, A. C., Fernandes, C. (1989) Time series models for count data or qualitative observations. Journal of Business and Economic Statistics, 7(4):407–417

Junger, W. L. (2004) Modelo Poisson-Gama Semi-Parametrico: Uma Abordagem de Penalizacao por Rugosidade. MSc Thesis. Rio de Janeiro, PUC-Rio, Departamento de Engenharia Eletrica

See Also

pgam, pgam.fit, pgam.likelihood

Examples

library(pgam)
data(aihrio)
attach(aihrio)
form <- ITRESP5~f(WEEK)+HOLIDAYS+rain+PM+g(tmpmax,7)+g(wet,3)
m <- pgam(form,aihrio,omega=.8,beta=.01,maxit=1e2,eps=1e-4,optim.method="BFGS")

deviance(m)


[Package pgam version 0.4.8 Index]