check.analytical: Checking the analytical gradient of the GCV/UBRE score
Description
This function calculates the finite-difference approximation of the GCV/UBRE gradient for the fitted
model and compares it with the analytical gradient.
Usage
check.analytical(object, data, del=1e-6)
Arguments
object
A fitted scam object.
data
An original data frame or list containing the model response variable and covariates.
del
A positive scalar (default is 1e-6) giving an increment for finite difference approximation.
Value
A list is returned with the following items:
dgcv.ubre.fdThe finite-difference approximation of the gradient.
check.gradThe relative difference in percentage between the analytical
and finite differenced derivatives.