Usage
cao.control(Rank=1, all.knots = FALSE, criterion="deviance", Cinit=NULL,
Crow1positive=TRUE, epsilon = 1.0e-05, Etamat.colmax = 10,
GradientFunction=FALSE, iKvector = 0.1, iShape = 0.1,
Norrr = ~ 1, SmallNo = 5.0e-13, Use.Init.Poisson.QO=TRUE,
Bestof = if (length(Cinit)) 1 else 10, maxitl = 10,
method.init = 1, bf.epsilon = 1.0e-7, bf.maxit = 10,
Maxit.optim = 250, optim.maxit = 20, SD.sitescores = 1.0,
SD.Cinit = 0.02, trace = TRUE, df1.nl = 2.5, df2.nl = 2.5,
spar1 = 0, spar2 = 0, ...)
Arguments
Rank
The numerical rank $R$ of the model, i.e., the number of latent
variables. Currently only Rank=1
is implemented.
all.knots
Logical indicating if all distinct points of the smoothing variables
are to be used as knots. Assigning the value FALSE
means
fewer knots are chosen when the number of distinct points is large,
meaning less computational expense.
criterion
Convergence criterion. Currently, only one is supported: the deviance
is minimized.
Cinit
Optional initial C matrix which may speed up convergence.
Crow1positive
Logical vector of length Rank
(recycled if necessary): are
the elements of the first row of C positive? For example,
if Rank
is 4, then specifying Crow1positive=c(FALSE,
TRUE)
will force C[1,1]
epsilon
Positive numeric. Used to test for convergence for GLMs fitted in
FORTRAN. Larger values mean a loosening of the convergence criterion.
Etamat.colmax
Positive integer, no smaller than Rank
. Controls the amount
of memory used by .Init.Poisson.QO()
. It is the maximum
number of columns allowed for the pseudo-response and its weights.
In general, the larger the value
GradientFunction
Logical. Whether optim
's argument gr
is used or not, i.e., to compute gradient values. Used only if
FastAlgorithm
is TRUE
. Currently, this argument must
be Norrr
Formula giving terms that are not to be included in the
reduced-rank regression (or formation of the latent variables).
The default is to omit the intercept term from the latent variables.
Currently, only Norrr = ~ 1
is i
SmallNo
Positive numeric between .Machine$double.eps
and 0.0001
.
Used to avoid under- or over-flow in the IRLS algorithm.
Use.Init.Poisson.QO
Logical. If TRUE
then the function .Init.Poisson.QO
is
used to obtain initial values for the canonical coefficients C.
If FALSE
then random numbers are used instead.
Bestof
Integer. The best of Bestof
models fitted is returned. This
argument helps guard against local solutions by (hopefully) finding
the global solution from many fits. The argument works only when
the function generates its own initia
maxitl
Positive integer. Maximum number of
Newton-Raphson/Fisher-scoring/local-scoring iterations allowed.
bf.epsilon
Positive numeric. Tolerance used by the modified vector backfitting
algorithm for testing convergence.
bf.maxit
Positive integer.
Number of backfitting iterations allowed in the compiled code.
Maxit.optim
Positive integer.
Number of iterations given to the function optim
at each of the optim.maxit
iterations. optim.maxit
Positive integer.
Number of times optim
is invoked. SD.sitescores
Numeric. Standard deviation of the
initial values of the site scores, which are generated from
a normal distribution.
Used when Use.Init.Poisson.QO
is FALSE
.
SD.Cinit
Standard deviation of the initial values for the elements
of C.
These are normally distributed with mean zero.
This argument is used only if Use.Init.Poisson.QO = FALSE
.
trace
Logical indicating if output should be produced for each
iteration. Having the value TRUE
is a good idea for large
data sets.
df1.nl, df2.nl
Numeric and non-negative, recycled to length S.
Nonlinear degrees
of freedom for smooths of the first and second latent variables.
A value of 0 means the smooth is linear. Roughly, a value between
1.0 and 2.0 often has the approx
spar1, spar2
Numeric and non-negative, recycled to length S.
Smoothing parameters of the
smooths of the first and second latent variables. The larger the value, the
more smooth (less wiggly) the fitted curves. These arguments are an
alternativ