cobs (version 0.9-5)

qbsks: Quantile B-Spline with Fixed Knots

Description

Compute B-spline coefficients for regression quantile B-spline with stepwise knots selection and quantile B-spline with fixed knots regression spline, using Ng (1996)'s algorithm.

Usage

qbsks(x,y,w,pw, knots,nknots, degree,Tlambda, constraint,
      n.sub = n1000cut(n), equal,smaller, greater,gradient, coef,maxiter,
      trace, n.equal,n.smaller,n.greater,n.gradient,
      nrq,nl1, neqc, nj0, tau,lam,tmin,kmax,lstart,
      ks,mk.flag, knots.add, ic, print.mesg,
      factor, tol.kn = 1e-6, eps = .Machine$double.eps, print.warn)

Arguments

x

numeric vector, sorted increasingly, the abscissa values

y

numeric, same length as x, the observations.

w

numeric vector of weights, same length as x, as in cobs.

pw

penalty weights vector ... ...

knots

~~Describe knots here~~

nknots

~~Describe nknots here~~

degree

integer specifying polynomial degree; must be 1 or 2.

Tlambda

~~Describe Tlambda here~~

constraint

~~Describe constraint here~~

n.sub

integer, not larger than sample size n; the default has n.sub == n as long as n is less than 1000.

equal

~~Describe equal here~~

smaller

~~Describe smaller here~~

greater

~~Describe greater here~~

gradient

~~Describe gradient here~~

coef

~~Describe coef here~~

maxiter

~~Describe maxiter here~~

trace

~~Describe trace here~~

n.equal

~~Describe n.equal here~~

n.smaller

~~Describe n.smaller here~~

n.greater

~~Describe n.greater here~~

n.gradient

~~Describe n.gradient here~~

nrq

~~Describe nrq here~~

nl1

~~Describe nl1 here~~

neqc

~~Describe neqc here~~

nj0

~~Describe nj0 here~~

tau

~~Describe tau here~~

lam

~~Describe lam here~~

tmin

~~Describe tmin here~~

kmax

~~Describe kmax here~~

lstart

~~Describe lstart here~~

ks

~~Describe ks here~~

mk.flag

~~Describe mk.flag here~~

knots.add

~~Describe knots.add here~~

ic

~~Describe ic here~~

print.mesg

~~Describe print.mesg here~~

factor

~~Describe factor here~~

tol.kn

``tolerance'' for shifting the outer knots.

eps

tolerance passed to drqssbc.

print.warn

flag indicating if and how much warnings and information is to be printed; currently just passed to drqssbc.

Value

• a list with components
• coef
  ..
• fidel
  ..
• k
  dimensionality of model fit.
• ifl
  integer ``flag''; the return code.
• icyc
  integer of length 2, see cobs.
• knots
  the vector of inner knots.
• nknots
  the number of inner knots.
• nvar
  the number of ``variables'', i.e. unknowns including constraints.
• lambda
  the penalty factor, chosen or given.
• pseudo.x
  the pseudo design matrix $X$, as returned from drqssbc.

Details

This is an auxiliary function for cobs(*, lambda = 0), possibly interesting on its own. This documentation is currently sparse; read the source code!

References

Ng, P. (1996) An Algorithm for Quantile Smoothing Splines, Computational Statistics & Data Analysis 22, 99--118.

See Also

the main function cobs; further drqssbc which is called from qbsks().