derivatives
is a function for "kspm" object computing pointwise partial derivatives of \(h(Z)\) accroding to each \(Z\) variable.
derivatives(object)
an object of class "kspm", usually, a result of a call to kspm
.
an object of class 'derivatives'
a list of \(n \times d\) matrix (one for each kernel) where \(n\) is the number of subjects and \(d\) the number of variables included in the kernel
a \(n \times q\) matrix with all variables included in the kernel part of the model \(q\) the number of variables included in the whole kernel part
scaled version of rawmat
matrix of correspondance between variable and kernels
derivatives are not computed for interactions. If a variable is included in several kernels, the user may obtain the corresponding pointwise derivatives by summing the pointwise derivatives associated with each kernel.
Kim, Choongrak, Byeong U. Park, and Woochul Kim. "Influence diagnostics in semiparametric regression models." Statistics and probability letters 60.1 (2002): 49:58.