drkpk                  package:gss                  R Documentation

_N_u_m_e_r_i_c_a_l _E_n_g_i_n_e _f_o_r _s_s_d_e_n _a_n_d _s_s_h_z_d

_D_e_s_c_r_i_p_t_i_o_n:

     Calculate penalized likelihood density estimates and hazard
     estimates via the Newton iteration and evaluate the
     cross-validation score, as implemented in the RATFOR routine
     'dnewton.r' and 'hzdnewton.r', and minimize the cross-validation
     score using 'nlm' and 'nlm0'.

_U_s_a_g_e:

     sspdsty(s,r,q,cnt,qd.s,qd.r,qd.wt,prec,maxiter,alpha)
     mspdsty(s,r,q,cnt,qd.s,qd.r,qd.wt,prec,maxiter,alpha)

     msphzd(s,r,q,Nobs,cnt,qd.s,qd.r,qd.wt,prec,maxiter,alpha)

_A_r_g_u_m_e_n_t_s:

       s: Unpenalized terms evaluated at data points.

       r: Basis of penalized terms evaluated at data points.

       q: Penalty matrix.

    Nobs: Total number of lifetime observations.

     cnt: Bin-counts for histogram data.

    qd.s: Unpenalized terms evaluated at quadrature nodes.

    qd.r: Basis of penalized terms evaluated at quadrature nodes.

   qd.wt: Quadrature weights.

    prec: Precision requirement for internal iterations.

 maxiter: Maximum number of iterations allowed for internal iterations.

   alpha: Parameter defining cross-validation score for smoothing
          parameter selection.

_D_e_t_a_i_l_s:

     'sspdsty' is used by 'ssden' to compute cross-validated density
     estimate with a single smoothing parameter. 'mspdsty' is used by
     'ssden' to compute cross-validated density estimate with multiple
     smoothing parameters.

     'msphzd' is used by 'sshzd' to compute cross-validated hazard
     estimate with single or multiple smoothing parameters.

_R_e_f_e_r_e_n_c_e_s:

     Gu, C. and Wang, J. (2002), _Penalized Likelihood Density
     Estimation: Direct Cross-Validation and Scalable Approximation_.
     Available at <URL: stat.purdue.edu/~chong/manu.html>.

     Gu, C. (2002), _Smoothing Spline ANOVA Models_.  New York:
     Springer-Verlag.

