DesignFormula {DALSM} | R Documentation |
Internal function extracting design matrices from formulas in the DALSM function and computing penalty related matrices.
DesignFormula(formula, data, K = 10, pen.order = 2, n = NULL)
formula |
a formula describing the fixed effects and the additive terms in a regression model. |
data |
a dataframe containing the data. |
K |
number of B-splines to describe an additive term. |
pen.order |
desired penalty order for the spline parameters in the additive terms. |
n |
number of units (Default: number of rows in the design matrix constructed from the formula and the data frame). |
a list with
Z
:
(n x nfixed) design matrix with fixed effects (including a first column of 1).
X
:
(n x J) design matrix with the covariates involved in the additive terms.
nfixed
:
number of fixed effect regression parameters.
J
:
number of additive terms.
K
:
number of B-splines in a basis used to estimate an additive term.
Bx
:
list with J objects (one per additive term) including (B,Dd,Pd,K,cm).
Pd.x, Dd.x
:
penalty and difference penalty matrices applied on the spline parameters of an additive term.
knots.x
:
list of length J with the knots associated to each of the J additive terms.
Bcal
:
column-stacked matrix with the J centered B-spline bases.
Xcal
:
Z column-stacked with the J centered B-spline bases to yield the full design matrix (with column labels).
pen.order
:
penalty order for the spline parameters in the additive terms.
additive.lab
:
labels for the columns in <Bcal> associated to the additive terms.
lambda.lab
:
labels for the penalty parameters.
Philippe Lambert p.lambert@uliege.be
Lambert, P. (2021). Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data. Computational Statistics and Data Analysis, 161: 107250. <doi:10.1016/j.csda.2021.107250>