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pgam

Poisson-Gamma Additive Models

This work is an extension of the state space model for Poisson count data, Poisson-Gamma model, towards a semiparametric specification. Just like the generalized additive models (GAM), cubic splines are used for covariate smoothing. The semiparametric models are fitted by an iterative process that combines maximization of likelihood and backfitting algorithm.

Installation

install.packages("remotes")
remotes::install_github("wjunger/pgam")

or

install.packages("remotes")
remotes::install_github("NPEA/pgam")

Check further instruction on how to install R packages from GitHub repositories at the remotes package repository.

Notice

The repository NPEA/pgam is an updated fork and it is ready to use. However, if you wish to fork this project, fork the upstream wjunger/pgam.

License

GPL (>= 2)

Disclaimer

THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

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Version

Install

install.packages('pgam')

Monthly Downloads

232

Version

0.4.17

License

GPL-3 | file LICENSE

Maintainer

Washington Junger

Last Published

August 19th, 2022

Functions in pgam (0.4.17)

envelope

Generic function for simulated envelope generation.
fitted.pgam

Fitted values extraction
fnz

Utility function
print.pgam

Model output
print.summary.pgam

Summary output
pgam.filter

Estimation of the conditional distributions parameters of the level
pgam.fit

One-step ahead prediction and variance
periodogram

Raw Periodogram
logLik.pgam

Loglik extraction
pgam

Poisson-Gamma Additive Models
lpnorm

Utility function
g

Utility function
formparser

Read the model formula and split it into the parametric and nonparametric partitions
framebuilder

Utility function
pgam.par2psi

Utility function
plot.pgam

Plot of estimated curves
pgam.psi2par

Utility function
tbl2tex

LaTeX table exporter
link

Utility function
pgam.hes2se

Utility function
pgam.likelihood

Likelihood function to be maximized
summary.pgam

Summary output
residuals.pgam

Residuals extraction
predict.pgam

Prediction
elapsedtime

Utility function
backfitting

Backfitting algorithm
bkfsmooth

Smoothing of nonparametric terms
envelope.pgam

Normal plot with simulated envelope of the residuals.
AIC.pgam

AIC extraction
aihrio

Sample dataset
f

Utility function
deviance.pgam

Deviance extraction
coef.pgam

Coefficients extraction