pgam.hes2se

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

internal

This work is an extension of the state space model for Poisson count data, Poisson-Gamma model, 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.

Washington Junger

pgam

Poisson-Gamma Additive Models

pgam.hes2se function

<dl> <dt>hes</dt>
<dd>hessian matrix returned by <code>optim</code></dd> <dt>fperiod</dt>
<dd>vector containing as many seasonal factors as there are in model formula</dd> <dt>se.estimation</dt>
<dd>indicate what method is used to extract the stardard errors</dd></dl>

Arguments

Washington Leite Junger <a href="/link/wjunger%40ims.uerj.br?package=pgam&version=0.4.17" data-mini-rdoc="pgam::wjunger@ims.uerj.br">wjunger@ims.uerj.br</a> and Antonio Ponce de Leon <a href="/link/ponce%40ims.uerj.br?package=pgam&version=0.4.17" data-mini-rdoc="pgam::ponce@ims.uerj.br">ponce@ims.uerj.br</a>

Author

Utility function — pgam.hes2se

<dl>

 <dt>hes</dt>
<dd>hessian matrix returned by <code>optim</code></dd>

 <dt>fperiod</dt>
<dd>vector containing as many seasonal factors as there are in model formula</dd>

 <dt>se.estimation</dt>
<dd>indicate what method is used to extract the stardard errors</dd>

</dl>

Washington Leite Junger <a href='mailto:wjunger@ims.uerj.br'>wjunger@ims.uerj.br</a> and Antonio Ponce de Leon <a href='mailto:ponce@ims.uerj.br'>ponce@ims.uerj.br</a>

pgam.hes2se: Utility function

Description

Usage

Value

Arguments

Author

See Also