VGAM: vgam.control – R documentation

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VGAM

vgam.control

Control Function for vgam()

Description

Algorithmic constants and parameters for running vgam are set using this function.

Usage

vgam.control(all.knots = FALSE, bf.epsilon = 1e-07, bf.maxit = 30,
             checkwz=TRUE, Check.rank = TRUE, Check.cm.rank = TRUE,
             criterion = names(.min.criterion.VGAM),
             epsilon = 1e-07, maxit = 30, Maxit.outer = 10,
             noWarning = FALSE,
             na.action = na.fail,
             nk = NULL, save.weights = FALSE, se.fit = TRUE,
             trace = FALSE, wzepsilon = .Machine$double.eps^0.75,
             xij = NULL, gamma.arg = 1, ...)

Arguments

`all.knots`	logical indicating if all distinct points of the smoothing variables are to be used as knots. By default, `all.knots=TRUE` for n <= 40, and for n > 40, the number of knots is approximately 40 + (n-40)^0.25. This increases very slowly with n so that the number of knots is approximately between 50 and 60 for large n.
`bf.epsilon`	tolerance used by the modified vector backfitting algorithm for testing convergence. Must be a positive number.
`bf.maxit`	maximum number of iterations allowed in the modified vector backfitting algorithm. Must be a positive integer.
`checkwz`	logical indicating whether the diagonal elements of the working weight matrices should be checked whether they are sufficiently positive, i.e., greater than `wzepsilon`. If not, any values less than `wzepsilon` are replaced with this value.
`Check.rank, Check.cm.rank`	See `vglm.control`.
`criterion`	character variable describing what criterion is to be used to test for convergence. The possibilities are listed in `.min.criterion.VGAM`, but most family functions only implement a few of these.
`epsilon`	positive convergence tolerance epsilon. Roughly speaking, the Newton-Raphson/Fisher-scoring/local-scoring iterations are assumed to have converged when two successive `criterion` values are within `epsilon` of each other.
`maxit`	maximum number of Newton-Raphson/Fisher-scoring/local-scoring iterations allowed.
`Maxit.outer`	maximum number of outer iterations allowed when there are `sm.os` or `sm.ps` terms. See `vgam` for a little information about the default outer iteration. Note that one can use performance iteration by setting `Maxit.outer = 1`; then the smoothing parameters will be automatically chosen at each IRLS iteration (some specific programming allows this).
`na.action`	how to handle missing values. Unlike the SPLUS `gam` function, `vgam` cannot handle `NA`s when smoothing.
`nk`	vector of length d containing positive integers. where d be the number of `s` terms in the formula. Recycling is used if necessary. The ith value is the number of B-spline coefficients to be estimated for each component function of the ith `s()` term. `nk` differs from the number of knots by some constant. If specified, `nk` overrides the automatic knot selection procedure.
`save.weights`	logical indicating whether the `weights` slot of a `"vglm"` object will be saved on the object. If not, it will be reconstructed when needed, e.g., `summary`.
`se.fit`	logical indicating whether approximate pointwise standard errors are to be saved on the object. If `TRUE`, then these can be plotted with `plot(..., se = TRUE)`.
`trace`	logical indicating if output should be produced for each iteration.
`wzepsilon`	Small positive number used to test whether the diagonals of the working weight matrices are sufficiently positive.

`noWarning`	Same as `vglm.control`.
`xij`	Same as `vglm.control`.
`gamma.arg`	Numeric; same as `gamma` in `magic`. Inflation factor for optimizing the UBRE/GCV criterion. If given, a suggested value is 1.4 to help avoid overfitting, based on the work of Gu and co-workers (values between 1.2 and 1.4 appeared reasonable, based on simulations). A warning may be given if the value is deemed out-of-range.
`...`	other parameters that may be picked up from control functions that are specific to the VGAM family function.

Details

Most of the control parameters are used within vgam.fit and you will have to look at that to understand the full details. Many of the control parameters are used in a similar manner by vglm.fit (vglm) because the algorithm (IRLS) is very similar.

Setting save.weights=FALSE is useful for some models because the weights slot of the object is often the largest and so less memory is used to store the object. However, for some VGAM family function, it is necessary to set save.weights=TRUE because the weights slot cannot be reconstructed later.

Value

A list with components matching the input names. A little error checking is done, but not much. The list is assigned to the control slot of vgam objects.

Warning

See vglm.control.

Note

vgam does not implement half-stepsizing, therefore parametric models should be fitted with vglm. Also, vgam is slower than vglm too.

Author(s)

Thomas W. Yee

References

Yee, T. W. and Wild, C. J. (1996). Vector generalized additive models. Journal of the Royal Statistical Society, Series B, Methodological, 58, 481–493.

Examples

pneumo <- transform(pneumo, let = log(exposure.time))
vgam(cbind(normal, mild, severe) ~ s(let, df = 2), multinomial,
     data = pneumo, trace = TRUE, eps = 1e-4, maxit = 10)

VGAM

Vector Generalized Linear and Additive Models

v1.1-5

GPL-3

Authors

Thomas Yee [aut, cre], Cleve Moler [ctb] (author of several LINPACK routines)

Initial release

2021-01-13

vgam.control

Description

Usage

Arguments

Details

Value

Warning

Note

Author(s)

References

See Also

Examples

VGAM

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