edf {gamlss} | R Documentation |
Effective degrees of freedom from gamlss model
Description
The functions edf()
and edfAll()
can be used to obtained the effective degrees of freedom for
different additive terms for the distribution parameters in a gamlss model.
Usage
edf(obj, what = c("mu", "sigma", "nu", "tau"),
parameter= NULL, print = TRUE, ...)
edfAll(obj, ...)
Arguments
obj |
A gamlss fitted model |
what |
which of the four parameters |
parameter |
equivalent to |
print |
whether to print the label |
... |
for extra arguments |
Value
The function edfAll()
re turns a list of edf for all the fitted parameters.
The function edf()
a vector of edf.
Note
The edf given are the ones fitted in the backfitting so the usually contained (depending on the additive term) the contatnt and the linear part.
Author(s)
Mikis Stasinopoulos
References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also https://www.gamlss.com/).
See Also
Examples
library(gamlss.data)
data(usair)
m1<- gamlss(y~pb(x1)+pb(x2)+pb(x6), data=usair)
edfAll(m1)
edf(m1)