https://github.com/cran/gss
Tip revision: 5736ab9171ddc44b09b0305b0bfbc06060521fcb authored by Chong Gu on 03 December 2013, 00:00:00 UTC
version 2.1-0
version 2.1-0
Tip revision: 5736ab9
project.Rd
\name{project}
\alias{project}
\alias{project.ssanova}
\alias{project.ssanova9}
\alias{project.gssanova}
\alias{project.ssden}
\alias{project.ssden1}
\alias{project.sscden}
\alias{project.sscden1}
\alias{project.sshzd}
\alias{project.sscox}
\alias{project.sshzd1}
\alias{project.ssllrm}
\title{Projecting Smoothing Spline ANOVA Fits for Model Diagnostics}
\description{
Calculate Kullback-Leibler projection of smoothing spline ANOVA fits
for model diagnostics.
}
\usage{
project(object, ...)
\method{project}{ssanova}(object, include, ...)
\method{project}{ssanova9}(object, include, ...)
\method{project}{gssanova}(object, include, ...)
\method{project}{ssden}(object, include, mesh=FALSE, ...)
\method{project}{ssden1}(object, include, drop1=FALSE, ...)
\method{project}{sscden}(object, include, ...)
\method{project}{sscden1}(object, include, ...)
\method{project}{sshzd}(object, include, mesh=FALSE, ...)
\method{project}{sscox}(object, include, ...)
\method{project}{sshzd1}(object, include, ...)
\method{project}{ssllrm}(object, include, ...)
}
\arguments{
\item{object}{Object of class \code{"ssanova"}, \code{"gssanova"},
\code{"ssden"}, \code{"ssden1"}, \code{"sscden"},
\code{"sscden1"}, \code{"sshzd"}, \code{"sshzd1"}, or
\code{"ssllrm"}.}
\item{...}{Additional arguments. Ignored in \code{project.x}.}
\item{include}{List of model terms to be included in the reduced
model space. The \code{partial} and \code{offset} terms, if
present, are to be specified by \code{"partial"} and
\code{"offset"}, respectively.}
\item{mesh}{Flag indicating whether to return evaluations of the
projection.}
\item{drop1}{If TRUE, calculate \code{p<-length(include)} projections
with \code{include[-i]}, \code{i=1,...,p}.}
}
\value{
The functions return a list consisting of the following components.
\item{ratio}{KL(fit0,fit1)/KL(fit0,null); the smaller the value, the
more feasible the reduced model is.}
\item{kl}{KL(fit0,fit1).}
For regression fits, the list also contains the following component.
\item{check}{KL(fit0,fit1)/KL(fit0,null)+KL(fit1,null)/KL(fit0,null);
a value closer to 1 is preferred.}
For density and hazard fits, the list may contain the following
optional component.
\item{mesh}{The evaluations of the projection.}
}
\note{
\code{project.ssden1}, \code{project.sscden1}, and
\code{project.sshzd1} calculates square error projections.
}
\details{
The entropy KL(fit0,null) can be decomposed as the sum of
KL(fit0,fit1) and KL(fit1,null), where fit0 is the fit to be
projected, fit1 is the projection in the reduced model space, and
null is the constant fit. The ratio KL(fit0,fit1)/KL(fit0,null)
serves as a diagnostic of the feasibility of the reduced model.
For regression fits, smoothness safe-guard is used to prevent
interpolation, and KL(fit0,fit1)+KL(fit1,null) may not match
KL(fit0,null) perfectly.
For mixed-effect models from \code{ssanova} and \code{gssanova},
the estimated random effects are treated as offset.
}
\author{Chong Gu, \email{chong@stat.purdue.edu}}
\references{
Gu, C. (2004), Model diagnostics for smoothing spline ANOVA models.
\emph{The Canadian Journal of Statistics}, \bold{32}, 347--358.
}
\seealso{
Fitting functions \code{\link{ssanova}}, \code{\link{gssanova}},
\code{\link{ssden}}, \code{\link{sshzd}}, and \code{\link{sshzd1}}.
}
\keyword{models}
\keyword{smooth}
\keyword{htest}