| drkpk {gss} | R Documentation |
Perform numerical calculations for the ssden and
sshzd suites.
sspdsty(s, r, q, cnt, qd.s, qd.r, qd.wt, prec, maxiter, alpha) mspdsty(s, r, q, cnt, qd.s, qd.r, qd.wt, prec, maxiter, alpha) msphzd(s, r, q, Nobs, cnt, qd.s, qd.r, qd.wt, prec, maxiter, alpha)
s |
Unpenalized terms evaluated at data points. |
r |
Basis of penalized terms evaluated at data points. |
q |
Penalty matrix. |
Nobs |
Total number of lifetime observations. |
cnt |
Bin-counts for histogram data. |
qd.s |
Unpenalized terms evaluated at quadrature nodes. |
qd.r |
Basis of penalized terms evaluated at quadrature nodes. |
qd.wt |
Quadrature weights. |
prec |
Precision requirement for internal iterations. |
maxiter |
Maximum number of iterations allowed for internal iterations. |
alpha |
Parameter defining cross-validation score for smoothing parameter selection. |
sspdsty is used by ssden to compute
cross-validated density estimate with a single smoothing
parameter. mspdsty is used by ssden to compute
cross-validated density estimate with multiple smoothing
parameters.
msphzd is used by sshzd to compute
cross-validated hazard estimate with single or multiple smoothing
parameters.
Gu, C. (2002), Smoothing Spline ANOVA Models. New York: Springer-Verlag.
Gu, C. and Wang, J. (2003), Penalized likelihood density estimation: Direct cross-validation and scalable approximation. Statistica Sinica, 13, 811–826.