magic.post.proc(mgcv)
magic.post.proc()所属R语言包:mgcv
Auxilliary information from magic fit
从魔术适合李宏军信息
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Obtains Bayesian parameter covariance matrix, frequentist parameter estimator covariance matrix, estimated degrees of freedom for each parameter and leading diagonal of influence/hat matrix, for a penalized regression estimated by magic.
获得贝叶斯参数协方差矩阵,frequentist参数估计的协方差矩阵,每个参数估计的自由程度和领导的影响力/帽子矩阵对角线,由magic估计处罚的回归。
用法----------Usage----------
magic.post.proc(X,object,w)
参数----------Arguments----------
参数:X
is the model matrix.
是模型矩阵。
参数:object
is the list returned by magic after fitting the model with model matrix X.
是列表返回模型拟合模型矩阵magic后X。
参数:w
is the weight vector used in fitting, or the weight matrix used in fitting (i.e. supplied to magic, if one was.). If w is a vector then its elements are typically proportional to reciprocal variances (but could even be negative). If w is a matrix then t(w)%*%w should typically give the inverse of the covariance matrix of the response data supplied to magic.
在装修中使用的权重向量,或使用权矩阵(即提供magic,如果一个人。)在拟合。如果w是一个向量,那么它的元素通常是成正比的相互差异(但甚至可能是负数)。 w如果然后t(w)%*%w通常应该给到magic提供的响应数据的协方差矩阵的逆矩阵。
Details
详情----------Details----------
object contains rV (V, say), and scale (s, say) which can be used to obtain the require quantities as follows. The Bayesian covariance matrix of the parameters is VV's. The vector of estimated degrees of freedom for each parameter is the leading diagonal of VV'X'W'WX where W is either the weight matrix w or the matrix diag(w). The hat/influence matrix is given by WXVV'X'W' .
object包含rV(V,说),scale(s,说),它可以用来获得要求数量如下。贝叶斯协方差矩阵参数是VV's。每个参数估计的自由程度的向量,是领先的对角线 VV'X'W'WX其中W权重矩阵w或矩阵diag(w)。帽子/影响矩阵 WXVV'X'W'。
The frequentist parameter estimator covariance matrix is VV'X'W'WXVV's: it is sometimes useful for testing terms for equality to zero.
frequentist参数估计的协方差矩阵是 VV'X'W'WXVV's:它有时是有用的测试为零平等方面的。
值----------Value----------
A list with three items:
三个项目的列表:
参数:Vb
the Bayesian covariance matrix of the model parameters.
贝叶斯模型参数的协方差矩阵。
参数:Ve
the frequentist covariance matrix for the parameter estimators.
frequentist参数估计的协方差矩阵。
参数:hat
the leading diagonal of the hat (influence) matrix.
领先的帽子(影响)矩阵对角线。
参数:edf
the array giving the estimated degrees of freedom associated with each parameter.
阵列的自由与每个参数关联度估计。
作者(S)----------Author(s)----------
Simon N. Wood <a href="mailto:simon.wood@r-project.org">simon.wood@r-project.org</a>
参见----------See Also----------
magic
magic
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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