fix.family.link: Modify families for use in GAM fitting
Description
Generalized Additive Model fitting by `outer' iteration,
requires extra derivatives of the variance and link functions to be
added to family objects. The functions add what is needed.Usage
fix.family.link(fam)
fix.family.var(fam)
Value
- A family object with extra component functions
dvar and d2link.
Details
Outer iteration GAM estimation requires derivatives of the GCV/UBRE
score, which are obtained by differentiating the P-IRLS GAM fitting iteration
w.r.t. the model smoothing parameters. The expressions for the derivatives
require the second derivative of the link w.r.t. the mean, and the first
derivative of the variance function w.r.t. the mean. These functions add
functions evaluating these quantities to a family.