All estimation quantlets in the XploRe quantlib gam expect at least two input parameters:
For partially linear models additionally:
There should be no vector of ones concatenated to the data. A constant is contained automatically in the
nonparametric estimate for
.
Neither the matrix x nor the vector y should contain missing values (NaN) or infinite
values (Inf, -Inf). Those should be identified by
isNumber
and removed by
paf
(or
replaced by something reasonable) before using GAM quantlets.