R: Checking the analytical gradient of the GCV/UBRE score

check.analytical {scam}

R Documentation

Checking the analytical gradient of the GCV/UBRE score

Description

This function calculates the finite-difference approximation of the GCV/UBRE gradient for the fitted model and compares it with the analytical gradient.

Usage

check.analytical(object, data, del=1e-6,control)

Arguments

`object`	A fitted `scam` object.
`data`	An original data frame or list containing the model response variable and covariates.
`del`	A positive scalar (default is 1e-6) giving an increment for finite difference approximation.
`control`	Control option list as returned by `scam.control`.

Value

A list is returned with the following items:

`dgcv.ubre.fd`	The finite-difference approximation of the gradient.
`check.grad`	The relative difference in percentage between the analytical and finite differenced derivatives.

Author(s)