https://github.com/cran/cobs
Tip revision: 4719166ac96865c6f3b3511be87177f70b244656 authored by Martin Maechler on 11 August 2010, 00:00:00 UTC
version 1.2-1
version 1.2-1
Tip revision: 4719166
qbsks.Rd
\name{qbsks2}
\alias{qbsks2}
\title{Quantile B-Spline with Fixed Knots}
\description{
Compute B-spline coefficients for regression quantile B-spline with
stepwise knots selection and quantile B-spline with fixed knots
\bold{regression spline}, using Ng (1996)'s algorithm.
}
\usage{
qbsks2(x,y,w,pw, knots,nknots, degree,Tlambda, constraint, ptConstr,
maxiter, trace, nrq,nl1, neqc, tau, select.lambda,
ks, do.select, knots.add, repeat.delete.add, ic, print.mesg,
give.pseudo.x = TRUE,
rq.tol = 1e-8, tol.kn = 1e-6, tol.0res = 1e-6, print.warn, nk.start)
}
\arguments{
\item{x}{numeric vector, sorted increasingly, the abscissa values}
\item{y}{numeric, same length as \code{x}, the observations.}
\item{w}{numeric vector of weights, same length as \code{x}, as in
\code{\link{cobs}}.}
\item{pw}{penalty weights vector ... ...}%% << FIXME, currently unused
\item{knots}{numeric vector of knots of which \code{nknots} will be used.}
\item{nknots}{number of \code{knots} to be used.}% FIXME: Say more in \details
\item{degree}{integer specifying polynomial degree; must be 1 or 2.}
\item{Tlambda}{(vector of) smoothing parameter(s) \eqn{\lambda}, see
\code{\link{drqssbc2}}.}
\item{constraint}{string (or empty) specifying the global constraints;
see \code{\link{cobs}}.}
\item{ptConstr}{\code{\link{list}} of \bold{p}oin\bold{t}wise constraints.}
\item{maxiter}{non-negative integer: maximal number of iterations,
passed to \code{\link{drqssbc2}}.}
\item{trace}{integer or logical indicating the tracing level of the
\emph{underlying} algorithms; not implemented (due to lack of trace
in quantreg ...)}
\item{nrq,nl1,neqc}{integers specifying dimensionalities, directly
passed to \code{\link{drqssbc2}}, see there.}
\item{tau}{desired quantile level (in interval \eqn{(0,1)}).}
\item{select.lambda}{passed to \code{\link{drqssbc2}}, see there.}
\item{ks}{number used as offset in SIC/AIC/BIC.}
\item{do.select}{logical indicating if knots shall be selected
(instead of used as specified).}
\item{knots.add, repeat.delete.add}{logicals, see \code{\link{cobs}}.}
\item{ic}{information criterion to use, see \code{\link{cobs}}.}
\item{print.mesg}{an integer indicating how \code{qbsks2()} should
print message about its current stages.}
\item{give.pseudo.x}{logical indicating if the pseudo design matrix
\eqn{\tilde{X}}{X\~} should be returned (as \emph{sparse} matrix).}
\item{rq.tol}{numeric convergence tolerance for the interior point
algorithm called from \code{\link[quantreg]{rq.fit.sfnc}()} or
\code{\link[quantreg]{rq.fit.sfn}()}.}
\item{tol.kn}{\dQuote{tolerance} for shifting the outer knots.}
\item{tol.0res}{tolerance passed to \code{\link{drqssbc2}}.}
\item{print.warn}{flag indicating if and how much warnings and
information is to be printed; currently just passed to
\code{\link{drqssbc2}}.}
\item{nk.start}{number of starting knots used in automatic knot selection.}
}
\details{
This is an auxiliary function for \code{\link{cobs}(*, lambda = 0)},
possibly interesting on its own. This documentation is currently sparse; read
the source code!
}
\value{
a list with components
\item{coef}{..}
\item{fidel}{..}
\item{k}{dimensionality of model fit.}
\item{ifl}{integer ``flag''; the return code.}
\item{icyc}{integer of length 2, see \code{\link{cobs}}.}
\item{knots}{the vector of inner knots.}
\item{nknots}{the number of inner knots.}
\item{nvar}{the number of ``variables'', i.e. unknowns including
constraints.}
\item{lambda}{the penalty factor, chosen or given.}
\item{pseudo.x}{the pseudo design matrix \eqn{X}, as returned from
\code{\link{drqssbc2}}.}
}
\references{
Ng, P. (1996)
An Algorithm for Quantile Smoothing Splines,
\emph{Computational Statistics \& Data Analysis} \bold{22}, 99--118.
See also the \emph{references} in \code{\link{cobs}}.
}
\author{Pin Ng; this help page: Martin Maechler.}
\seealso{the main function \code{\link{cobs}}; further
\code{\link{drqssbc2}} which is called from \code{qbsks2()}.
}
% \examples{
% }
\keyword{smooth}
\keyword{utilities}