KSPM (version 0.2.1)

derivatives: Computing kernel function derivatives

Description

derivatives is a function for "kspm" object computing pointwise partial derivatives of $h(Z)$ accroding to each $Z$ variable.

Usage

derivatives(object)

Arguments

object

an object of class "kspm", usually, a result of a call to kspm.

Value

an object of class 'derivatives'

derivmat

a list of $n\times d$ matrix (one for each kernel) where $n$ is the number of subjects and $d$ the number of variables included in the kernel

rawmat

a $n\times q$ matrix with all variables included in the kernel part of the model $q$ the number of variables included in the whole kernel part

scalemat

scaled version of rawmat

modelmat

matrix of correspondance between variable and kernels

Details

derivatives are not computed for interactions. If a variable is included in several kernels, the user may obtain the corresponding pointwise derivatives by summing the pointwise derivatives associated with each kernel.

References

Kim, Choongrak, Byeong U. Park, and Woochul Kim. "Influence diagnostics in semiparametric regression models." Statistics and probability letters 60.1 (2002): 49:58.

See Also

plot.derivatives