Library: | gam |
See also: | intest intestpl gintestpl gamfit pcad |
Macro: | gintest | |
Description: | estimation of the univariate additive functions in a separable generalized additive model using Nad.Watson, local linear or local quadratic |
Usage: | m = gintest(code,t,y,h,g,loc{,opt}) | |
Input: | ||
code | string, specifying the code function implemented codes: noid, bipro, bilo | |
t | n x p matrix, the continuous predictor variables. | |
y | n x q matrix , the observed response variables | |
h | p x 1 or 1 x 1 matrix , chosen bandwidth for the directions of interest | |
g | p x 1 or 1 x 1 matrix , chosen bandwidth for the directions not of interest | |
loc | dummy , for loc=0 local constant (Nad. Wats.), for loc=1 local linear and for loc=2 local quadratic estimator will be used | |
opt | optional, a list with optional input. The macro "gplmopt" can be used to set up this parameter. The order of the list elements is not important. Parameters which are not given are replaced by defaults (see below). | |
opt.tg | ng x pg vector, a grid for continuous part. If tg is given, the nonparametric function will also be computed on this grid. | |
opt.shf | integer, (show-how-far) if exists and =1, an output is produced which indicates how the iteration is going on (additive function / point of estimation / number of iteration). | |
Output: | ||
m | n(ng) x p(pg) x q matrix, containing the marginal integration estimators |
library("gam") randomize(1235) n = 100 p = 2 t = uniform(n,p)*2-1 g1 = 2*t[,1] g2 = t[,2]^2 g2 = g2 - mean(g2) m = g1 + g2 y = cdfn(m) .> uniform(n) ; probit model h = #(1.7, 1.5) g = #(1.7, 1.5) tg = grid(-0.8,0.1,19) opt = gamopt("tg",tg~tg,"shf",1) loc = 1 code = "bipro" m = gintest(code,t,y,h,g,loc,opt) d1 = tg[,1]~m[,1] d2 = tg[,2]~m[,2] setmaskp(d1,4,4,8) setmaskp(d2,4,4,8) bild = createdisplay(1,2) show(bild,1,1,d1,t[,1]~g1) show(bild,1,2,d2,t[,2]~g2)
the marginal integration estimator of the additive functions, see Linton and Haerdle (1996)
Library: | gam |
See also: | intest intestpl gintestpl gamfit pcad |