Usage
dmudr(y, q, s, weight = NULL, vmu = "v", theta = NULL, varht = NULL,
tol = 0, init = 0, prec = 1e-06, maxit = 30)
Arguments
y
a numerical vector representing the response.
q
a list, or an array, of square matrices of the same order as the length of y, which are the reproducing kernels evaluated at the design points.
s
the design matrix of the null space $H_0$ of size (length-of-y,$dim(H_0)$), with elements equal to the bases of $H_0$ evaluated at design points.
weight
a weight matrix for penalized weighted least-square: $(y-f)'W(y-f)+n\lambda J(f)$. Default is NULL for iid random errors.
vmu
a character string specifying a method for choosing the smoothing parameter. "v", "m" and "u" represent GCV, GML and UBR respectively. "u$\sim$", only used for non-Gaussian family, specifies UBR with estimated variance. Default is "v".
theta
If `init=1', theta includes intial values for smoothing parameters. Default is NULL.
varht
needed only when vmu="u", which gives the fixed variance in calculation of the UBR function. Default is NULL.
tol
the tolerance for truncation in the tridiagonalization. Default is 0.0.
init
an integer of 0 or 1 indicating if initial values are provided for theta. If init=1, initial values are provided using theta. Default is 0.
prec
precision requested for the minimum score value, where precision is the weaker of the absolute and relative precisions. Default is $1e-06$.
maxit
maximum number of iterations allowed. Default is 30.