All quantlets in the
XploRe
quantlib
gam
expect optional
parameters to
be tailed onto the parameter list by means of a list object.
The auxiliary quantlet
gamopt
presents a convenient tool to create
the option list opt.
"x" | discrete predictor variables |
"loc" | indicator for local const, linear or quadratic estimation |
"tg" | grid |
"h" | bandwidth for the directions of interest |
"g" | bandwidth for the directions not of interest |
"code" | model code |
"kern" | name of the kernel function |
"wx" | weights |
"off" | offset |
"shf" | indicator to show iterations |
"miter" | maximal number of iterations |
"cnv" | convergence criterion |
"fscor" | Fisher scoring will be used |
"pow" | power for
![]() |
"nopic" | show no picture |
"descript" | add descriptive statistics |
"pl" | partially linear model |
"name" | output variable name |
"xvars" | discrete variable names |
"tvars" | name of t-variable |
"yvars" | name of y-variable |
"title" | output picture title |
"bv" | covariance matrix for b |
For instance, calling
opt = gamopt("code","bipro","miter",10,"nopic",1,opt)appends the optional parameters code, miter and nopic containing the values "bipro", 10 and 1 to the already existing option list opt.
Up to 10 optional parameters may be appended at one call. Rerun the quantlet to extend your option list.
Finally, check the list with the
names
command or by typing its
name.
The resulting option list may be used with different quantlets of the gam quantlib. Each quantlet picks out all the optional parameters needed, thus it is possible to use one option list for all gam quantlets.
Principally it is possible to define the list of optional parameters with
the
XploRe
command
list
. However, this approach has some
drawbacks. First, all elements of the option list would exist twice: as
global objects as well as list components. Also, name conflicts could
arise, since the components need to have specific names to be
correctly identified by the
gam
quantlets. Finally,
XploRe
supports
list
with identical names for different list components. In this case,
only the first of multiple elements with the same name can be
identified.
Therefore, it is recommended to use the quantlet
gamopt
to set the
options.