Rank
Returns the rank of reduced-rank regression-type models in the VGAM package.
Rank(object, ...) Rank.rrvglm(object, ...) Rank.qrrvglm(object, ...) Rank.rrvgam(object, ...)
object |
Some VGAM object, for example, having
class |
... |
Other possible arguments fed into the function later (used for added flexibility for the future). |
Regression models based on reduced-rank regression have a quantity
called the rank, which is 1 or 2 or 3 etc.
The smaller the value the more dimension reduction, so that there
are fewer parameters.
This function was not called rank()
to avoid conflict
with rank
.
Returns an integer value, provided the rank of the model makes sense.
This function has not been defined for VGLMs yet.
It might refer to the rank of the VL model matrix,
but for now this function should not be applied to
vglm
fits.
T. W. Yee.
RR-VGLMs are described in rrvglm-class
;
QRR-VGLMs are described in qrrvglm-class
.
pneumo <- transform(pneumo, let = log(exposure.time), x3 = runif(nrow(pneumo))) (fit1 <- rrvglm(cbind(normal, mild, severe) ~ let + x3, acat, data = pneumo)) coef(fit1, matrix = TRUE) constraints(fit1) Rank(fit1)
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