Learn R Programming

VGAM (version 1.0-2)

rrvglm-class: Class ``rrvglm''

Description

Reduced-rank vector generalized linear models.

Arguments

Objects from the Class

Objects can be created by calls to rrvglm.

Slots

extra:
Object of class "list"; the extra argument on entry to vglm. This contains any extra information that might be needed by the family function.
family:
Object of class "vglmff". The family function.
iter:
Object of class "numeric". The number of IRLS iterations used.
predictors:
Object of class "matrix" with $M$ columns which holds the $M$ linear predictors.
assign:
Object of class "list", from class "vlm". This named list gives information matching the columns and the (LM) model matrix terms.
call:
Object of class "call", from class "vlm". The matched call.
coefficients:
Object of class "numeric", from class "vlm". A named vector of coefficients.
constraints:
Object of class "list", from class "vlm". A named list of constraint matrices used in the fitting.
contrasts:
Object of class "list", from class "vlm". The contrasts used (if any).
control:
Object of class "list", from class "vlm". A list of parameters for controlling the fitting process. See vglm.control for details.
criterion:
Object of class "list", from class "vlm". List of convergence criterion evaluated at the final IRLS iteration.
df.residual:
Object of class "numeric", from class "vlm". The residual degrees of freedom.
df.total:
Object of class "numeric", from class "vlm". The total degrees of freedom.
dispersion:
Object of class "numeric", from class "vlm". The scaling parameter.
effects:
Object of class "numeric", from class "vlm". The effects.
fitted.values:
Object of class "matrix", from class "vlm". The fitted values. This is usually the mean but may be quantiles, or the location parameter, e.g., in the Cauchy model.
misc:
Object of class "list", from class "vlm". A named list to hold miscellaneous parameters.
model:
Object of class "data.frame", from class "vlm". The model frame.
na.action:
Object of class "list", from class "vlm". A list holding information about missing values.
offset:
Object of class "matrix", from class "vlm". If non-zero, a $M$-column matrix of offsets.
post:
Object of class "list", from class "vlm" where post-analysis results may be put.
preplot:
Object of class "list", from class "vlm" used by plotvgam; the plotting parameters may be put here.
prior.weights:
Object of class "matrix", from class "vlm" holding the initially supplied weights.
qr:
Object of class "list", from class "vlm". QR decomposition at the final iteration.
R:
Object of class "matrix", from class "vlm". The R matrix in the QR decomposition used in the fitting.
rank:
Object of class "integer", from class "vlm". Numerical rank of the fitted model.
residuals:
Object of class "matrix", from class "vlm". The working residuals at the final IRLS iteration.
ResSS:
Object of class "numeric", from class "vlm". Residual sum of squares at the final IRLS iteration with the adjusted dependent vectors and weight matrices.
smart.prediction:
Object of class "list", from class "vlm". A list of data-dependent parameters (if any) that are used by smart prediction.
terms:
Object of class "list", from class "vlm". The terms object used.
weights:
Object of class "matrix", from class "vlm". The weight matrices at the final IRLS iteration. This is in matrix-band form.
x:
Object of class "matrix", from class "vlm". The model matrix (LM, not VGLM).
xlevels:
Object of class "list", from class "vlm". The levels of the factors, if any, used in fitting.
y:
Object of class "matrix", from class "vlm". The response, in matrix form.
Xm2:
Object of class "matrix", from class "vlm". See vglm-class).
Ym2:
Object of class "matrix", from class "vlm". See vglm-class).
callXm2:
Object of class "call", from class "vlm". The matched call for argument form2.

Extends

Class "vglm", directly. Class "vlm", by class "vglm".

Methods

biplot
signature(x = "rrvglm"): biplot.
Coef
signature(object = "rrvglm"): more detailed coefficients giving A, $\bold{B}1$, C, etc.
biplot
signature(object = "rrvglm"): biplot.
print
signature(x = "rrvglm"): short summary of the object.
summary
signature(object = "rrvglm"): a more detailed summary of the object.

References

Yee, T. W. and Hastie, T. J. (2003) Reduced-rank vector generalized linear models. Statistical Modelling, 3, 15--41.

Yee, T. W. and Wild, C. J. (1996) Vector generalized additive models. Journal of the Royal Statistical Society, Series B, Methodological, 58, 481--493.

See Also

rrvglm, lvplot.rrvglm, vglmff-class.

Examples

Run this code
## Not run:  # Rank-1 stereotype model of Anderson (1984)
# pneumo <- transform(pneumo, let = log(exposure.time),
#                             x3  = runif(nrow(pneumo)))  # x3 is unrelated
# fit <- rrvglm(cbind(normal, mild, severe) ~ let + x3,
#               multinomial, data = pneumo, Rank = 1)
# Coef(fit)
# ## End(Not run)

Run the code above in your browser using DataLab