Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: gam
See also: intestpl gintest gintestpl pcad gamfit

Macro: intest2d
Description: estimation of a bivariate joint influence function and its derivatives in a model with possible interaction. When loc.lin.smoother is chosen you get the function estimate and the first derivatives in the first and second direction, when loc.quadr.smoother is chosen you get the function and the mixed derivative estimate.

Usage: gest = intest2d(t,y,h,g,loc{,opt})
Input:
t n x p matrix , the observed explanatory variable where the directions of interest have to be the first and second column
y n x q matrix , the observed response variables
h 2 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.tg ng x 2 vector, a grid for direction of interest. If tg is given, the nonparametric function will 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:
gest n(ng) x pp x q matrix, containing the marginal integration estimates

Example:
library("gam")
randomize(12345)
t     = grid(#(-0.9,-0.9),#(0.2,0.2),#(10,10))
n     = rows(t)
t     = t~(uniform(n)*2-1)
g3    = sin(2*t[,3])
g12   = t[,1].*t[,2]^2
y     = g3 + g12 + normal(n)*sqrt(0.5)
h     = #(1.0, 1.0)          
g     = #(1.1, 1.1, 1.2)     
loc   = 1
gest  = intest2d(t,y,h,g,loc)
library("graphic")
pic  = createdisplay(1,2)
dat11 = grsurface(t[,1:2]~g12)
dat12 = grsurface(t[,1:2]~gest[,1])
gc = grcube( dat11|dat12 )
show(pic,1,1,dat11,gc.box,gc.x,gc.y,gc.z,gc.c)
show(pic,1,2,dat12,gc.box,gc.x,gc.y,gc.z,gc.c)
Result:
the marginal integration estimates of the joint 
influences, using local polynomials,
see Sperlich, Tjostheim and Yang (1997)

Library: gam
See also: intestpl gintest gintestpl pcad gamfit

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Sperlich 970716
(C) MD*TECH Method and Data Technologies, 28.6.1999