Parameters for BAMLSS are used for optimizer functions in function bamlss
.
The function is useful for initializing all parameters given a bamlss.frame
(which is done internally in function bamlss
), but also for extracting all
estimated parameters of some optimizer.
The naming convention of the parameter list is used by a couple of functions in this package.
For each parameter of the modeled distribution, e.g., gaussian_bamlss
has
parameters "mu"
and "sigma"
, a list element is created. These elements the contain
the list of all model term parameters. Parametric model terms are indicated with "p"
and
smooth model terms with "s"
. If the design matrix of a model term in the x
list
of a bamlss.frame
does not contain any columns names, then the parameters are named
with a leading "b"
, otherwise the column names of the design matrix are used. Smoothing
variances parameter vectors are named with a leading "tau2"
.
The naming convention is useful when setting up new model fitting engines for bamlss
and is used, e.g., by bfit
and GMCMC
, which are based on parameter
state list objects as provided by function bamlss.engine.setup
.