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AdaptFit (version 0.2-2)

asp: Fit a semiparametric regression model with spatially adaptive penalized splines

Description

asp fits semiparametric regression models using the mixed model representation of penalized splines with spatially adaptive penalties, based on the "spm" function of the SemiPar-package.

Usage

asp(form,adap=TRUE,random=NULL,group=NULL,family="gaussian", spar.method="REML",omit.missing=NULL,niter=20,niter.var=50,tol=1e-06,returnFit=FALSE,weights=NULL,correlation=NULL,control=NULL)

Arguments

form
a formula describing the model to be fit. Note, that an intercept is always included, whether given in the formula or not.
adap
TRUE (default) if an adaptive fit should be performed, otherwise the fit is identical to that of function "spm".
random
"random=~1" specifies inclusion of a random intercept according to the groups specified by the "group" argument.
group
a vector of labels for specifying groups.
family
for specification of the type of likelihood model assumed in the fitting. May be "gaussian","binomial" or "poisson".
spar.method
method for automatic smoothing parameter selection. May be "REML" (restricted maximum likelihood) or "ML" (maximum likelihood).
omit.missing
a logical value indicating whether fields with missing values are to be omitted.
niter
a maximum number of iterations for the mean estimation, default is 20.
niter.var
a maximum number of iterations for the variance of random effects estimation, default is 50.
tol
tolerance for the convergence criterion. Default is 1e-6.
returnFit
a logical value indicating whether the fitted object should be returned when the maximum number of iterations is reached without convergence of the algorithm. Default is FALSE.
weights
to use only with grouped binary data.
correlation
correlation structure of the response; see documentation to "nlme".
control
see lmeControl in the documentation to "nlme".

Value

A list object of class "spm" containing the fitted model. The components are:
fitted
fitted values.
coef.mean
estimated mean coefficients.
design.matrices
design matrices both for knots und subknots.
x
x values.
knots
knots.
y.cov
estimated covariance matrix of the response.
random.var
estimated covariance matrix of the random effects.
subknots
subknots.
coef.random
estimated spline coefficients of the covariance matrix of the random effects.
var.random.var
estimated variance of the spline coefficients of the covariance matrix of the random effects.
fit
mimics fit object of lme() for family="gaussian" and glmmPQL() for family="binomial" or family="poisson".
info
information about the inputs.
aux
auxiliary information such as variability estimates.

Details

See the SemiPar Users' Manual for details and examples.

References

Krivobokova, T., Crainiceanu, C.M. and Kauermann, G. (2008) Fast Adaptive Penalized Splines. Journal of Computational and Graphical Statistics. 17(1) 1-20.

Ganguli, B. and Wand, M.P. (2005) SemiPar 1.0 Users' Manual. http://www.maths.unsw.edu.au/~wand/papers.html

Ruppert, D., Wand, M.P. and Carroll, R.J. (2003) Semiparametric Regression Cambridge University Press. http://stat.tamu.edu/~carroll/semiregbook/

See Also

gam (in package `mgcv') lme (in package `nlme') glmmPQL (in package `MASS')

Examples

Run this code

## scatterplot smoothing

x <- 1:1000/1000
mu <- exp(-400*(x-0.6)^2)+5*exp(-500*(x-0.75)^2)/3+2*exp(-500*(x-0.9)^2)
y <- mu+0.5*rnorm(1000)

#fit with default knots
y.fit <- asp(y~f(x))
plot(y.fit)

## one more scatterplot smoothing with specified knots and subknots

x <- 1:400/400
mu <- sqrt(x*(1-x))*sin((2*pi*(1+2^((9-4*6)/5)))/(x+2^((9-4*6)/5)))
y <- mu+0.2*rnorm(400)

kn <- default.knots(x,80)
kn.var <- default.knots(kn,20)

y.fit <- asp(y~f(x,knots=kn,var.knot=kn.var))
plot(y.fit)


## additive models

x1 <- 1:300/300
x2 <- runif(300)
mu1 <- exp(-400*(x1-0.6)^2)+5*exp(-500*(x1-0.75)^2)/3+2*exp(-500*(x1-0.9)^2)
mu2 <- sin(2*pi*x2)
y2 <- mu1+mu2+0.3*rnorm(300)

y2.fit <- asp(y2~f(x1)+f(x2))
par(mfrow=c(2,2))
y21.fit <- asp(y2~f(x1,adap=FALSE)+f(x2)) #switch off adaptive fitting for the first function
plot(y2.fit)
plot(y21.fit)
par(mfrow=c(1,1))

## spatial smoothing

mu3 <- x1*sin(4*pi*x2)
y3 <- mu3+diff(range(mu3))*rnorm(300)/4


#for the specified knots and subknots use
	# kn <- default.knots.2D(x1,x2,12^2) # !!! interactive function !!!
	# kn.var <- default.knots.2D(kn[,1],kn[,2],5^2)
	# y3.fit <- asp(y3~f(x1,x2,knots=kn,var.knot=kn.var))

## non-normal response

x <- 1:1000/1000
mu <- exp(-400*(x-0.6)^2)+5*exp(-500*(x-0.75)^2)/3+2*exp(-500*(x-0.9)^2)
y4 <- rbinom(1000,5,1/(1+exp(-mu)))
nn <- rep(5,1000)
y4.fit <- asp(cbind(y4,nn-y4)~f(x),family="binomial")
### same as ###  y4.fit <- asp(y4/nn~f(x),family="binomial",weights=nn)
plot(y4.fit) #plot of systematic component


## correlated errors

y5 <- sin(2*pi*x1)+0.3*arima.sim(300,model=list(ar=0.6))

y5.fit <- asp(y5~f(x1),adap=FALSE,correlation=corAR1())
plot(y5.fit)

#see also SemiPar User Manual

#
# The current version of the SemiPar User Manual is posted on the web-site:
#
#     www.maths.unsw.edu.au/~wand/papers.html 

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