backfitting               package:pgam               R Documentation

_B_a_c_k_f_i_t_t_i_n_g _a_l_g_o_r_i_t_h_m

_D_e_s_c_r_i_p_t_i_o_n:

     Fit the nonparametric part of the model via backfitting algorithm.

_U_s_a_g_e:

     backfitting(y, x, df, fx, smoother = "spline", w = rep(1, length(y)), eps = 0.001, maxit = 100, info = TRUE)

_A_r_g_u_m_e_n_t_s:

       y: dependent variable for fitting. In semiparametric models,
          this is the partial residuals of parametric fit

       x: matrix of covariates

      df: equivalent degrees of freedom

      fx: if 'FALSE' the smoothing parameter is chosen by
          cross-validation

smoother: string with the name of the smoother to be used

       w: vector with the diagonal elements of the weight matrix.
          Default is a vector of 1 with the same length of y

     eps: convergence control criterion

   maxit: convergence control iterations

    info: if 'FALSE' only fitted values are returned. It it is faster
          during iterations

_D_e_t_a_i_l_s:

     Backfitting algorithm estimates the approximating regression
     surface, working around the "curse of dimentionality".

     More details soon enough.

_V_a_l_u_e:

     Fitted smooth curves and partial residuals.

_N_o_t_e:

     This function is not intended to be called directly.

_A_u_t_h_o_r(_s):

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

_R_e_f_e_r_e_n_c_e_s:

     Green, P. J., Silverman, B. W. (1994) Nonparametric Regression and
     Generalized Linear Models: a roughness penalty approach. Chapman
     and Hall, London

     Junger, W. L. (2004) Modelo Poisson-Gama Semi-Param�rico: Uma
     Abordagem de Penaliza�o por Rugosidade. MSc Thesis. Rio de
     Janeiro, PUC-Rio, Departamento de Engenharia El�rica

     Hastie, T. J., Tibshirani, R. J.(1990) Generalized Additive
     Models. Chapman and Hall, London

_S_e_e _A_l_s_o:

     'pgam', 'predict.pgam', 'bkfsmooth'

