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\name{step.lm.fit}
\alias{step.lm.fit}
\alias{step.glm.fit}
\alias{step.num.fit}
\alias{step.ts.fit}
\alias{step.lm.fit.boot}
\alias{step.glm.fit.boot}
\alias{step.num.fit.boot}
\alias{step.ts.fit.boot}
%- Also NEED an '\alias' for EACH other topic documented here.
\title{
Fitter Functions for stepmented Linear Models
}
\description{
\code{step.lm.fit} is called by \code{stepmented.lm} to fit stepmented linear
(gaussian) models. Likewise, \code{step.glm.fit} is called by \code{stepmented.glm} to fit
generalized stepmented linear models.
%, and \code{step.def.fit} is called by \code{stepmented.default} to fit
%stepmented relationships in general regression models (e.g., quantile regression and Cox regression).
The \code{step.*.fit.boot} functions are employed to perform bootstrap restarting.
These functions should usually not be used directly by the user.
}
\usage{
step.lm.fit(y, x.lin, Xtrue, PSI, ww, offs, opz, return.all.sol=FALSE)
step.lm.fit.boot(y, XREG, Z, PSI, w, offs, opz, n.boot=10, size.boot=NULL,
jt=FALSE, nonParam=TRUE, random=FALSE, break.boot=n.boot)
step.glm.fit(y, x.lin, Xtrue, PSI, ww, offs, opz, return.all.sol=FALSE)
step.glm.fit.boot(y, XREG, Z, PSI, w, offs, opz, n.boot=10, size.boot=NULL,
jt=FALSE, nonParam=TRUE, random=FALSE, break.boot=n.boot)
%step.def.fit(obj, Z, PSI, mfExt, opz, return.all.sol=FALSE)
%step.def.fit.boot(obj, Z, PSI, mfExt, opz, n.boot=10, size.boot=NULL,
% jt=FALSE, nonParam=TRUE, random=FALSE, break.boot=n.boot)
%step.Ar.fit(obj, XREG, Z, PSI, opz, return.all.sol=FALSE)
%step.Ar.fit.boot(obj, XREG, Z, PSI, opz, n.boot=10, size.boot=NULL, jt=FALSE,
% nonParam=TRUE, random=FALSE, break.boot=n.boot)
}
%- maybe also 'usage' for other objects documented here.
\arguments{
\item{y}{
vector of observations of length \code{n}.
}
\item{x.lin, XREG}{
design matrix for standard linear terms.
}
\item{Xtrue, Z}{
appropriate matrix including the stepmented variables whose breakpoints have to be estimated.
}
\item{PSI}{
appropriate matrix including the starting values of the breakpoints to be estimated.
}
\item{ww,w}{
possibe weights vector.
}
\item{offs}{
possibe offset vector.
}
\item{opz}{
a list including information useful for model fitting.
}
\item{n.boot}{
the number of bootstrap samples employed in the bootstrap restart algorithm.
}
\item{break.boot}{
Integer, less than \code{n.boot}. If \code{break.boot} consecutive bootstrap samples lead to the same objective function, the algorithm stops without performing all \code{n.boot} 'trials'.
This can save computational time considerably.
}
\item{size.boot}{
the size of the bootstrap resamples. If \code{NULL} (default), it is taken equal to the sample size.
values smaller than the sample size are expected to increase perturbation in the bootstrap resamples.
}
\item{jt}{
logical. If \code{TRUE} the values of the stepmented variable(s) are jittered before fitting the model to the
bootstrap resamples.
}
\item{nonParam}{
if \code{TRUE} nonparametric bootstrap (i.e. case-resampling) is used, otherwise residual-based.
}
\item{random}{
if \code{TRUE}, when the algorithm fails to obtain a solution, random values are used as candidate values.
}
\item{return.all.sol}{
if \code{TRUE}, when the algorithm fails to obtain a solution, the values visited by the algorithm
with corresponding deviances are returned.
}
% \item{obj}{
% the starting regression model where the stepmented relationships have to be added.
%}
% \item{mfExt}{
% the model frame.
%}
}
\details{
The functions call iteratively \code{lm.wfit} (or \code{glm.fit}) with proper design matrix depending on
\code{XREG}, \code{Z} and \code{PSI}. \code{step.lm.fit.boot} (and \code{step.glm.fit.boot}) implements the bootstrap restarting idea discussed in
Wood (2001).
}
\value{
A list of fit information.
}
\references{ Wood, S. N. (2001) Minimizing model fitting objectives that contain spurious local minima
by bootstrap restarting. \emph{Biometrics} \bold{57}, 240--244. }
\author{ Vito Muggeo }
\note{
These functions should usually not be used directly by the user.
}
%% ~Make other sections like Warning with \section{Warning }{....} ~
\seealso{
\code{\link{stepmented.lm}} or \code{\link{stepmented.glm}}
}
\examples{
##See ?stepmented
}
% Add one or more standard keywords, see file 'KEYWORDS' in the
% R documentation directory.
\keyword{regression}
\keyword{nonlinear }
|
