refund (version 0.1-23)

coefficients.pfr: Extract coefficient functions from a fitted pfr-object

Description

This function is used to extract a coefficient from a fitted `pfr` model, in particular smooth functions resulting from including functional terms specified with lf, af, etc. It can also be used to extract smooths genereated using mgcv's s, te, or t2.

Usage

# S3 method for pfr
coefficients(
  object,
  select = 1,
  coords = NULL,
  n = NULL,
  se = ifelse(length(object$smooth) & select, TRUE, FALSE),
  seWithMean = FALSE,
  useVc = TRUE,
  Qtransform = FALSE,
  ...
)

# S3 method for pfr coef( object, select = 1, coords = NULL, n = NULL, se = ifelse(length(object$smooth) & select, TRUE, FALSE), seWithMean = FALSE, useVc = TRUE, Qtransform = FALSE, ... )

Arguments

object

return object from pfr

select

integer indicating the index of the desired smooth term in object$smooth. Enter 0 to request the raw coefficients (i.e., object$coefficients) and standard errors (if se==TRUE).

coords

named list indicating the desired coordinates where the coefficient function is to be evaluated. Names must match the argument names in object$smooth[[select]]$term. If NULL, uses n to generate equally-spaced coordinates.

n

integer vector indicating the number of equally spaced coordinates for each argument. If length 1, the same number is used for each argument. Otherwise, the length must match object$smooth[[select]]$dim.

se

if TRUE, returns pointwise standard error estimates. Defaults to FALSE if raw coefficients are being returned; otherwise TRUE.

seWithMean

if TRUE the standard errors include uncertainty about the overall mean; if FALSE, they relate purely to the centered smooth itself. Marra and Wood (2012) suggests that TRUE results in better coverage performance for GAMs.

useVc

if TRUE, standard errors are calculated using a covariance matrix that has been corrected for smoothing parameter uncertainty. This matrix will only be available under ML or REML smoothing.

Qtransform

For additive functional terms, TRUE indicates the coefficient should be extracted on the quantile-transformed scale, whereas FALSE indicates the scale of the original data. Note this is different from the Qtransform arguemnt of af, which specifies the scale on which the term is fit.

...

these arguments are ignored

Value

a data frame containing the evaluation points, coefficient function values and optionally the SE's for the term indicated by select.

References

Marra, G and S.N. Wood (2012) Coverage Properties of Confidence Intervals for Generalized Additive Model Components. Scandinavian Journal of Statistics.