Usage: |
init = gplminit(code,x,t,y,h{,opt})
|
Input: |
| code | text string, the short code for the model (e.g.
"bilo" for logit or "noid" for ordinary PLM).
|
| x | n x p matrix, the discrete predictor variables.
|
| t | n x q matrix, the continuous predictor variables.
|
| y | n x 1 vector, the response variables.
|
| h | q x 1 vector, the bandwith.
|
| opt | optional, a list with optional input.
"gplmopt" can be used to set up this parameter.
The order of the list elements is not important.
|
| opt.b0 | p x 1 vector, the initial coefficients. If not
given, all coefficients are put =0 initially.
|
| opt.m0 | n x 1 vector, the initial values for the nonparametric
part. If not given, a default is used.
|
| opt.tg | ng x 1 vector, a grid for continuous part. If tg is
given, the nonparametric function will also be
computed on this grid.
|
| opt.m0g | ng x 1 vector, the initial values for the
nonparametric part on the grid. These values are
ignored if direct update for nonparametric function
is possible. Otherwise, if not given, it is
approximated from m0.
|
| opt.weights | string, type of observation weights. Can be
"frequency" for replication counts, or "prior"
(default) for prior weights in weighted regression.
|
| opt.wx | scalar or n x 1 vector, frequency or prior
weights. If not given, set to 1.
|
| opt.wc | n x 1 vector, weights for convergence criterion,
w.r.t. m(t) only. If not given, opt.wt is used.
|
| opt.wt | n x 1 vector, weights for t (trimming factors).
If not given, all set to 1.
|
| opt.off | scalar or n x 1 vector, offset. Can be used for
constrained estimation. If not given, set to 0.
|
| opt.meth | integer, if -1, a backfitting is performed,
if 1 a profile likelihood method is used, and
0 a simple profile likelihood is used.
The default is 0.
|
| opt.fscor | integer, if exists and =1, a Fisher scoring is
performed (instead of the default Newton-Raphson
procedure). This parameter is ignored for
canonical links.
|
| opt.miter | integer, maximal number of iterations. The default
is 10.
|
| opt.cnv | integer, convergence criterion. The default is 0.0001.
|
| opt.shf | integer, if exists and =1, some output is produced
which indicates how the iteration is going on.
|
| opt.nosort | integer, if exists and =1, the continuous variables
t and the grid tg are assumed to be sorted by the
1st column. Sorting is required by the algorithm,
hence you should switch if off only when the data
are already sorted.
|
| opt.pow | optional, power for power link.
|
| opt.nbk | scalar, extra parameter k for negative binomial
distribution. If not given, set to 1 (geometric
distribution).
|
Output: |
| init.xs | n x p matrix, x sorted according to 1st column of t. |
| init.ts | n x q matrix, t sorted according to its 1st column. |
| init.ys | n x 1 vector, x sorted according to 1st column of t. |
| init.wx | n x 1 vector or scalar, prior weights. |
| init.wt | n x 1 vector or scalar, weights for t (trimming
factors). |
| init.wc | n x 1 vector or scalar, weights for convergence
criterion. |
| opt.wr | n x 1 vector, weights for test statistics.
If not given, set to 1. |
| opt.tdesign | n x r matrix, design for parametric fit for
m(t) in gplmbootstratest. |
| init.b0 | p x 1 vector, the initial coefficients. |
| init.m0 | n x 1 vector or scalar, the initial values for the
nonparametric part. Set =NaN if direct update
for nonparametric function is possible (code="noid"). |
| init.off | n x 1 vector or scalar, offset. |
| init.ctrl | 7 x 1 vector or scalar, contains control parameters
shf, miter, cnv, fscor, pow (for the power link
function), nbk (for negative binomial distribution)
and meth (parameter for backfitting/profile).
They correspond to the optional parameters which can
be given in gplmest.
Defaults are 0|10|0.0001|0|0|1|0. |
| init.tg | ng x 1 vector, a grid for continuous part.
Is =NaN, if opt.tg was empty or unusable. |
| init.m0g | ng x 1 vector or scalar, the initial values
for the nonparametric part on the grid. Is =NaN,
if opt.tg was empty. |
| init.tro | n x 1 vector, "re"order index for t.
Is =NaN, if opt.nosort was 1 or empty. |
| init.tgro | ng x 1 vector, "re"order index for tg.
Is =NaN, if opt.tg was empty or if opt.nosort was
1 or empty. |