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pgam (version 0.4.17)

deviance.pgam: Deviance extraction

Description

Method for total deviance value extraction.

Usage

# S3 method for pgam
deviance(object, ...)

Value

The sum of deviance components.

Arguments

object

object of class pgam holding the fitted model

...

further arguments passed to method

Author

Washington Leite Junger wjunger@ims.uerj.br and Antonio Ponce de Leon ponce@ims.uerj.br

Details

See predict.pgam for further information on deviance extration in Poisson-Gamma models.

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

Junger, W. L. (2004) Semiparametric Poisson-Gamma models: a roughness penalty approach. MSc Dissertation. Rio de Janeiro, PUC-Rio, Department of Electrical Engineering.

See Also

pgam, pgam.fit, pgam.likelihood

Examples

Run this code
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")

deviance(m)

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