Algorithmic constants and parameters for running vgam
are set using this function.
vgam.control(all.knots = FALSE, bf.epsilon = 1e-07, bf.maxit = 30,
checkwz=TRUE, Check.rank = TRUE, Check.cm.rank = TRUE,
criterion = names(.min.criterion.VGAM),
epsilon = 1e-07, maxit = 30, Maxit.outer = 10,
noWarning = FALSE,
na.action = na.fail,
nk = NULL, save.weights = FALSE, se.fit = TRUE,
trace = FALSE, wzepsilon = .Machine$double.eps^0.75,
xij = NULL, gamma.arg = 1, ...)A list with components matching the input names. A little
error checking is done, but not much. The list is assigned
to the control slot of vgam objects.
logical indicating if all distinct points of
the smoothing variables are to be used as knots.
By default, all.knots=TRUE for
\(n \leq 40\), and
for \(n > 40\),
the number of knots is approximately
\(40 + (n-40)^{0.25}\).
This increases very slowly with \(n\)
so that the number of knots is approximately between 50 and 60
for large \(n\).
tolerance used by the modified vector backfitting algorithm for testing convergence. Must be a positive number.
maximum number of iterations allowed in the modified vector backfitting algorithm. Must be a positive integer.
logical indicating whether the diagonal elements of
the working weight matrices should be checked
whether they are
sufficiently positive, i.e., greater
than wzepsilon. If not,
any values less than wzepsilon are
replaced with this value.
See vglm.control.
character variable describing what criterion is to
be used to test for convergence.
The possibilities are listed
in .min.criterion.VGAM, but
most family functions only implement a few of these.
positive convergence tolerance epsilon. Roughly
speaking, the
Newton-Raphson/Fisher-scoring/local-scoring iterations
are assumed to have
converged when two successive criterion
values are within
epsilon of each other.
maximum number of Newton-Raphson/Fisher-scoring/local-scoring iterations allowed.
maximum number of
outer iterations allowed when there are
sm.os or
sm.ps terms.
See vgam for a little information about
the default outer iteration.
Note that one can use performance iteration
by setting Maxit.outer = 1; then the
smoothing parameters will be automatically chosen at each
IRLS iteration (some specific programming
allows this).
Note that gam uses
outer iteration by default. However,
magic is only
invoked for the Gaussian family, so
the results of gam
may differ substantially from
sm.os and sm.ps
in general.
how to handle missing values.
Unlike the SPLUS gam function,
vgam cannot handle
NAs when smoothing.
vector of length \(d\) containing positive integers.
where \(d\) be the number of s terms
in the formula.
Recycling is used if necessary.
The \(i\)th value is the number of
B-spline coefficients to be
estimated for each component function of the \(i\)th
s() term.
nk differs from the number of knots by some constant.
If specified, nk overrides the
automatic knot selection procedure.
logical indicating whether the weights slot
of a "vglm" object will be saved on the object.
If not, it will be reconstructed when needed,
e.g., summary.
logical indicating whether approximate
pointwise standard errors are to be saved on the object.
If TRUE, then these can be plotted
with plot(..., se = TRUE).
logical indicating if output should be produced for each iteration.
Small positive number used to test whether the diagonals of the working weight matrices are sufficiently positive.
Same as vglm.control.
Same as vglm.control.
Numeric; same as gamma in magic.
Inflation factor for optimizing the UBRE/GCV criterion.
If given, a suggested value is 1.4 to help avoid overfitting,
based on the work of Gu and co-workers
(values between 1.2 and 1.4 appeared reasonable,
based on simulations).
A warning may be given if the value is deemed out-of-range.
other parameters that may be picked up from control functions that are specific to the VGAM family function.
Thomas W. Yee
See vglm.control.
Most of the control parameters are used within
vgam.fit and you will have to look at that
to understand the full details. Many of the control
parameters are used in a similar manner by vglm.fit
(vglm) because the algorithm (IRLS) is
very similar.
Setting save.weights=FALSE is useful for some
models because the weights slot of the object is
often the largest and so less memory is used to store the
object. However, for some VGAM family function,
it is necessary to set save.weights=TRUE because
the weights slot cannot be reconstructed later.
Yee, T. W. and Wild, C. J. (1996). Vector generalized additive models. Journal of the Royal Statistical Society, Series B, Methodological, 58, 481--493.
vgam,
vglm.control,
vsmooth.spline,
vglm.
pneumo <- transform(pneumo, let = log(exposure.time))
vgam(cbind(normal, mild, severe) ~ s(let, df = 2), multinomial,
data = pneumo, trace = TRUE, eps = 1e-4, maxit = 10)
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