pgam (version 0.4.1)

coef.pgam: Coefficients extraction

Description

Method for parametric coefficients extraction.

Usage

## S3 method for class 'pgam':
coef(object, ...)

Arguments

object

object of class pgam holding the fitted model

...

further arguments passed to method

Value

• Vector of coefficients estimates of the model fitted.

Details

This function only retrieves the estimated coefficients from the model object returned by pgam.

References

Harvey, A. C., Fernandes, C. (1989) Time series models for count data or qualitative observations. Journal of Business and Economic Statistics, 7(4):407--417

Campos, E. L., De Leon, A. C. M. P., Fernandes, C. A. C. (2003) Modelo Poisson-Gama para S�ries Temporais de Dados de Contagem - Teoria e Aplica��es. 10a ESTE - Escola de S�ries Temporais e Econometria

Junger, W. L. (2004) Modelo Poisson-Gama Semi-Param�trico: Uma Abordagem de Penaliza��o por Rugosidade. MSc Thesis. Rio de Janeiro, PUC-Rio, Departamento de Engenharia El�trica

See Also

pgam, pgam.fit, predict.pgam

Examples

library(pgam)
data(aihrio)
attach(aihrio)
form <- ITRESP5~f(WEEK)+HOLIDAYS+rain+PM+g(tmpmax,7)+g(wet,3)
m <- pgam(form,aihrio,omega=.8,beta=.01,maxit=1e2,eps=1e-4,optim.method="BFGS")

coef(m)