rrvglm-class {VGAM} | R Documentation |
Class “rrvglm”
Description
Reduced-rank vector generalized linear models.
Objects from the Class
Objects can be created by calls to rrvglm
.
Slots
extra
:-
Object of class
"list"
; theextra
argument on entry tovglm
. This contains any extra information that might be needed by the family function. family
:-
Object of class
"vglmff"
. The family function. iter
:-
Object of class
"numeric"
. The number of IRLS iterations used. predictors
:-
Object of class
"matrix"
withM
columns which holds theM
linear predictors. assign
:-
Object of class
"list"
, from class"vlm"
. This named list gives information matching the columns and the (LM) model matrix terms. call
:-
Object of class
"call"
, from class"vlm"
. The matched call. coefficients
:-
Object of class
"numeric"
, from class"vlm"
. A named vector of coefficients. constraints
:-
Object of class
"list"
, from class"vlm"
. A named list of constraint matrices used in the fitting. contrasts
:-
Object of class
"list"
, from class"vlm"
. The contrasts used (if any). control
:-
Object of class
"list"
, from class"vlm"
. A list of parameters for controlling the fitting process. Seevglm.control
for details. criterion
:-
Object of class
"list"
, from class"vlm"
. List of convergence criterion evaluated at the final IRLS iteration. df.residual
:-
Object of class
"numeric"
, from class"vlm"
. The residual degrees of freedom. df.total
:-
Object of class
"numeric"
, from class"vlm"
. The total degrees of freedom. dispersion
:-
Object of class
"numeric"
, from class"vlm"
. The scaling parameter. effects
:-
Object of class
"numeric"
, from class"vlm"
. The effects. fitted.values
:-
Object of class
"matrix"
, from class"vlm"
. The fitted values. This is usually the mean but may be quantiles, or the location parameter, e.g., in the Cauchy model. misc
:-
Object of class
"list"
, from class"vlm"
. A named list to hold miscellaneous parameters. model
:-
Object of class
"data.frame"
, from class"vlm"
. The model frame. na.action
:-
Object of class
"list"
, from class"vlm"
. A list holding information about missing values. offset
:-
Object of class
"matrix"
, from class"vlm"
. If non-zero, aM
-column matrix of offsets. post
:-
Object of class
"list"
, from class"vlm"
where post-analysis results may be put. preplot
:-
Object of class
"list"
, from class"vlm"
used byplotvgam
; the plotting parameters may be put here. prior.weights
:-
Object of class
"matrix"
, from class"vlm"
holding the initially supplied weights. qr
:-
Object of class
"list"
, from class"vlm"
. QR decomposition at the final iteration. R
:-
Object of class
"matrix"
, from class"vlm"
. The R matrix in the QR decomposition used in the fitting. rank
:-
Object of class
"integer"
, from class"vlm"
. Numerical rank of the fitted model. residuals
:-
Object of class
"matrix"
, from class"vlm"
. The working residuals at the final IRLS iteration. ResSS
:-
Object of class
"numeric"
, from class"vlm"
. Residual sum of squares at the final IRLS iteration with the adjusted dependent vectors and weight matrices. smart.prediction
:-
Object of class
"list"
, from class"vlm"
. A list of data-dependent parameters (if any) that are used by smart prediction. terms
:-
Object of class
"list"
, from class"vlm"
. Theterms
object used. weights
:-
Object of class
"matrix"
, from class"vlm"
. The weight matrices at the final IRLS iteration. This is in matrix-band form. x
:-
Object of class
"matrix"
, from class"vlm"
. The model matrix (LM, not VGLM). xlevels
:-
Object of class
"list"
, from class"vlm"
. The levels of the factors, if any, used in fitting. y
:-
Object of class
"matrix"
, from class"vlm"
. The response, in matrix form. Xm2
:Object of class
"matrix"
, from class"vlm"
. Seevglm-class
.Ym2
:Object of class
"matrix"
, from class"vlm"
. Seevglm-class
.callXm2
:-
Object of class
"call"
, from class"vlm"
. The matched call for argumentform2
. A.est
,C.est
:-
Object of class
"matrix"
. The estimates of A and C.
Extends
Class "vglm"
, directly.
Class "vlm"
, by class "vglm".
Methods
- biplot
signature(x = "rrvglm")
: biplot.- Coef
signature(object = "rrvglm")
: more detailed coefficients giving A,\bold{B}_1
, C, etc.- biplot
signature(object = "rrvglm")
: biplot.signature(x = "rrvglm")
: short summary of the object.- summary
signature(object = "rrvglm")
: a more detailed summary of the object.
Note
Two new slots for "rrvglm"
were added compared
to "vglm"
objects,
for VGAM 1.1-10.
They are A.est
and C.est
.
Author(s)
Thomas W. Yee
References
Yee, T. W. and Hastie, T. J. (2003). Reduced-rank vector generalized linear models. Statistical Modelling, 3, 15–41.
See Also
rrvglm
,
lvplot.rrvglm
,
vglmff-class
.
Examples
## Not run: # Rank-1 stereotype model of Anderson (1984)
pneumo <- transform(pneumo, let = log(exposure.time),
x3 = runif(nrow(pneumo))) # Noise
fit <- rrvglm(cbind(normal, mild, severe) ~ let + x3,
multinomial, data = pneumo, Rank = 1)
Coef(fit)
## End(Not run)