gamlss (version 5.4-12)

edf: Effective degrees of freedom from gamlss model

Description

The functions edf() and edfAll() can be used to obtained the effective degrees of freedom for different additive terms for the distribution parameters in a gamlss model.

Usage

edf(obj, what = c("mu", "sigma", "nu", "tau"),
    parameter= NULL, print = TRUE, ...)
edfAll(obj, ...)

Value

The function edfAll() re turns a list of edf for all the fitted parameters. The function edf() a vector of edf.

Arguments

obj

A gamlss fitted model

what

which of the four parameters mu, sigma, nu or tau.

parameter

equivalent to what

print

whether to print the label

...

for extra arguments

Author

Mikis Stasinopoulos

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

(see also https://www.gamlss.com/).

See Also

gamlss

Examples

library(gamlss.data)
data(usair)
m1<- gamlss(y~pb(x1)+pb(x2)+pb(x6), data=usair)
edfAll(m1)
edf(m1)