summary.piqr {qrcmNP} | R Documentation |
Summary After Penalized Quantile Regression Coefficients Modeling
Description
Summary of an object of class “piqr
”, after selecting the best tuning parameter.
Usage
## S3 method for class 'piqr'
summary(object, pos.lambda, SE=FALSE, p, cov=FALSE, ...)
Arguments
object |
an object of class “ |
pos.lambda |
the position of a lambda in the sequence of the object of class “ |
SE |
if TRUE standard errors are printed. Standard errors are computed through sandwich formula only for the regularized parameters. |
p |
an optional vector of quantiles. |
cov |
ff TRUE, the covariance matrix of |
... |
for future methods. |
Details
If the best lambda or one value of lambda is chosen a summary of the selected model is printed.
Value
See details in summary.iqr
Author(s)
Gianluca Sottile gianluca.sottile@unipa.it
See Also
piqr
, for model fitting; gof.piqr
, to find the best lambda value; predict.piqr
and plot.piqr
, for predicting and plotting objects of class “piqr
”.
Examples
# using simulated data
set.seed(1234)
n <- 300
x1 <- rexp(n)
x2 <- runif(n, 0, 5)
x <- cbind(x1,x2)
b <- function(p){matrix(cbind(1, qnorm(p), slp(p, 2)), nrow=4, byrow=TRUE)}
theta <- matrix(0, nrow=3, ncol=4); theta[, 1] <- 1; theta[1,2] <- 1; theta[2:3,3] <- 2
qy <- function(p, theta, b, x){rowSums(x * t(theta %*% b(p)))}
y <- qy(runif(n), theta, b, cbind(1, x))
s <- matrix(1, nrow=3, ncol=4); s[1,3:4] <- 0
obj <- piqr(y ~ x1 + x2, formula.p = ~ I(qnorm(p)) + slp(p, 2), s=s, nlambda=50)
best <- gof.piqr(obj, method="AIC", plot=FALSE)
best2 <- gof.piqr(obj, method="BIC", plot=FALSE)
summary(obj, best$posMinLambda)
summary(obj, best2$posMinLambda)