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gplm (version 0.7-4)

kbackfit: Backfitting for an additive model using kernel regression

Description

Implements kernel-based backfitting in an additive model, optional with a partial linear term.

Usage

kbackfit(t, y, h, x = NULL, grid = NULL, weights.conv = 1, offset = 0, method = "generic", max.iter = 50, eps.conv = 1e-04, m.start = NULL, kernel = "biweight")

Arguments

y
n x 1 vector, responses
t
n x q matrix, data for nonparametric part
h
scalar or 1 x q, bandwidth(s)
x
optional, n x p matrix, data for linear part
grid
m x q matrix, where to calculate the nonparametric function (default = t)
weights.conv
weights for convergence criterion
offset
offset
method
one of "generic", "linit" or "modified"
max.iter
maximal number of iterations
eps.conv
convergence criterion
m.start
n x q matrix, start values for m
kernel
text string, see kernel.function

Value

List with components:

See Also

kernel.function, kreg