search for: backfitting

Displaying 16 results from an estimated 16 matches for "backfitting".

2007 Dec 18
2
"gam()" in "gam" package
R-users E-mail: r-help@r-project.org I have a quenstion on "gam()" in "gam" package. The help of gam() says: 'gam' uses the _backfitting algorithm_ to combine different smoothing or fitting methods. On the other hand, lm.wfit(), which is a routine of gam.fit() contains: z <- .Fortran("dqrls", qr = x * wts, n = n, p = p, y = y * wts, ny = ny, tol = as.double(tol), coefficients = mat.or.vec(p,...
2009 Nov 25
0
Backfitting with Missing Explanatory Values
Hi, I just wanted to check I'm not re-inventing the wheel here. I'm developing a new algorithm for backfitting (i.e. additive models) and for computing partial residuals, where partial residuals are still computed even where there are missing values. Noting additive models here contain both linear terms and smooth terms. If I am re-inventing the wheel could some one please let me know. I'm kind of on m...
2002 Feb 25
1
problem with step-Function
Dear R-community The following loops produce the error message: Error in round(x, digits) : Non-numeric argument to mathematical function after performing the outer loop 6 times Splus can execute these loops but is very much slower than R . Interestingly, if the scale-argument in the step-function is omitted R performes these loops a few times more. What could be the reason for that error? Any
2013 Oct 17
1
pamer.fnc y la nueva versión de R
...ct)", "(0 + WMCc | Item)"), backfit.on = "F", log.file = FALSE) pamer.fnc(m3b) # The results are the same. This may not necessarily be the case # elsewhere. First forward fitting the random effect structure and # then backfitting the fixed effects, potentially pruning irrelevant # random effects, is probably the best approach. Nonetheless, there is # no hard evidence to this effect. # check model assumptions mcp.fnc(m3) # check significance of model terms pamer.fnc(m3) # Only the intercept is significant. For...
2006 Jul 28
1
could someone help me to install packages "gam" (ubuntu 6.06)
> install.packages("gam") Warning in install.packages("gam") : argument 'lib' is missing: using /usr/local/lib/R/site-library --- Please select a CRAN mirror for use in this session --- Loading Tcl/Tk interface ... done trying URL 'http://cran.cnr.Berkeley.edu/src/contrib/gam_0.97.tar.gz' Content type 'application/x-gzip' length 89613 bytes opened URL
2007 Dec 18
1
R-users
R-users E-mail: r-help@r-project.org I have a quenstion on "gam()" in "gam" package. The help of gam() says: 'gam' uses the _backfitting algorithm_ to combine different smoothing or fitting methods. On the other hand, lm.wfit(), which is a routine of gam.fit() contains: z <- .Fortran("dqrls", qr = x * wts, n = n, p = p, y = y * wts, ny = ny, tol = as.double(tol), coefficients = mat.or.vec(p,...
2004 Aug 06
2
gam --- a new contributed package
...behaves pretty much like the Splus version of GAM. Note: this gam library and functions therein are different from the gam function in package mgcv, and both libraries should not be used simultaneously. The gam library allows both local regression (loess) and smoothing spline smoothers, and uses backfitting and local scoring to fit gams. It also allows users to supply their own smoothing methods which can then be included in gam fits. The gam function in mgcv uses only smoothing spline smoothers, with a focus on automatic parameter selection via gcv. Some of the features of the gam library: * full...
2004 Aug 06
2
gam --- a new contributed package
...behaves pretty much like the Splus version of GAM. Note: this gam library and functions therein are different from the gam function in package mgcv, and both libraries should not be used simultaneously. The gam library allows both local regression (loess) and smoothing spline smoothers, and uses backfitting and local scoring to fit gams. It also allows users to supply their own smoothing methods which can then be included in gam fits. The gam function in mgcv uses only smoothing spline smoothers, with a focus on automatic parameter selection via gcv. Some of the features of the gam library: * full...
2002 Feb 15
2
difficult R-problem
Hi there In the course of my diploma thesis in climatology I have encountered a difficult R-Problem that I cannot solve. I want to fill R-Objects (whose names should depend on j) with numbers at the i-th position. The resulting Objects should be something like: RQuadratStep1, RQuadratStep2, RQuadratStep3 ... filled with Elements like c(0.324, 0.456, 0.657 ...) Below is a short version of
2001 Mar 12
2
Regressions with monotonicity constraints
This seems to be a recurrent topic, but I don't remember hearing a definitive answer. I also apologies for cross-posting. Say I have a numerical response variable and a bunch of multi-level factors I want to use for modeling. I don't expect factor interaction to be important so there will be no interactions in the model. All this would be a perfect job for ANOVA except for one additional
2002 Jan 28
6
Almost a GAM?
Hello: I sent this question the other day with the wrong subject heading and couple typos, with no response. So, here I go again, having made those corrections. I would like to estimate, for lack of a better description, a partially additive non-parametric model with the following structure: z~ f(x,y):w1 + g(x,y):w2 + e In other words, I'd like to estimate the marginals with respect to
2005 Apr 06
0
Version 0.93 of GAM package on CRAN
...and coxph models. So for example, if you have fit a Cox model cox1 <- coxph( Surv(Survival, death) ~ Grade + ns(Age,4) + ns(Size,4)) Then plot.gam(cox1, se=T) will produce three plots, one for each term in the model, with standard error bands. 3) I have implemented the fast versions of backfitting for models consisting of all local regression terms (lo.wam) or all smoothing spline terms (s.wam). Please let me know of any problems with the gam package Trevor Hastie ------------------------------------------------------------------- Trevor Hastie ha...
2002 Jan 28
1
residuals in plot.gam (mgcv)
Is there a way to add residuals to plots produced by plot.gam in the mgcv package? I'm looking for something like what you get using resid=T in Splus plot.gam. Thanks in advance Toby -----Original Message----- From: Simon Wood [mailto:snw at mcs.st-and.ac.uk] Sent: 23 January, 2002 8:14 PM To: Toby.Patterson at csiro.au Cc: r-help at stat.math.ethz.ch Subject: Re: [R] multiple surfaces in
2005 Apr 06
0
Version 0.93 of GAM package on CRAN
...and coxph models. So for example, if you have fit a Cox model cox1 <- coxph( Surv(Survival, death) ~ Grade + ns(Age,4) + ns(Size,4)) Then plot.gam(cox1, se=T) will produce three plots, one for each term in the model, with standard error bands. 3) I have implemented the fast versions of backfitting for models consisting of all local regression terms (lo.wam) or all smoothing spline terms (s.wam). Please let me know of any problems with the gam package Trevor Hastie ------------------------------------------------------------------- Trevor Hastie ha...
2003 Sep 16
2
gam and concurvity
Hello, in the paper "Avoiding the effects of concurvity in GAM's .." of Figueiras et al. (2003) it is mentioned that in GLM collinearity is taken into account in the calc of se but not in GAM (-> results in confidence interval too narrow, p-value understated, GAM S-Plus version). I haven't found any references to GAM and concurvity or collinearity on the R page. And I
2009 Sep 27
3
CRAN (and crantastic) updates this week
CRAN (and crantastic) updates this week New packages ------------ * bdoc (1.0) Michael Anderson http://crantastic.org/packages/bdoc This package contains a function that will classify DNA barcodes as well as a few test and reference data sets. * bdsmatrix (1.0) Terry Therneau http://crantastic.org/packages/bdsmatrix This is a special case of sparse matrices, used by coxme and