pgam.hes2se

hessian matrix returned by <code>optim</code>

vector containing as many seasonal factors as there are in model formula

fperiod

Put hyperparameters hessian matrix in the form of omega and beta standard error.

regression

smooth

This work is aimed at extending a class of state space models for Poisson count data, so called Poisson-Gamma models, towards a semiparametric specification. Just like the generalized additive models (GAM), cubic splines are used for covariate smoothing. The semiparametric models are fitted by an iterative process that combines maximization of likelihood and backfitting algorithm.

pgam.hes2se: Utility function

Description

Usage

Arguments

Value

See Also