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gamlss (version 4.2-4)

additive.fit: Implementing Backfitting in GAMLSS

Description

This function is not to be used on its own. It is used for backfitting in the GAMLSS fitting algorithms and it is based on the equivalent function written by Trevor Hastie in the gam() S-plus implementation, (Chambers and Hastie, 1991).

Usage

additive.fit(x, y, w, s, who, smooth.frame, maxit = 30, tol = 0.001, 
             trace = FALSE, se = TRUE, ...)

Arguments

x
the linear part of the explanatory variables
y
the response variable
w
the weights
s
the matrix containing the smoothers
who
the current smoothers
smooth.frame
the data frame used for the smoothers
maxit
maximum number of iterations in the backfitting
tol
the tolerance level for the backfitting
trace
whether to trace the backfitting algorithm
se
whether standard errors are required
...
for extra arguments

Value

  • Returns a list with the linear fit plus the smothers

Details

This function should not be used on its own

References

Chambers, J. M. and Hastie, T. J. (1991). Statistical Models in S, Chapman and Hall, London. Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554. Stasinopoulos D. M., Rigby R.A. and Akantziliotou C. (2006) Instructions on how to use the GAMLSS package in R. Accompanying documentation in the current GAMLSS help files, (see also http://www.gamlss.org/). Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.org/v23/i07.

See Also

gamlss