R: Extract or Initialize Parameters for BAMLSS

parameters {bamlss} | R Documentation

## Extract or Initialize Parameters for BAMLSS

### Description

The function either sets up a list of all parameters of a `bamlss.frame`, which can be used for setting up models, or extracts the estimated parameters of a `bamlss` object.

### Usage

    parameters(x, model = NULL, start = NULL,
      fill = c(0, 1e-04), list = FALSE,
      simple.list = FALSE, extract = FALSE,
      ...)

### Arguments

`x` | A `bamlss.frame` or `bamlss` object.
`model` | The model name for which parameters should be initialized or extracted.
`start` | A named numeric vector which should be used when creating the parameter list. See also function `link{set.starting.values}`
`fill` | Numeric, when setting up a parameter list, the values the should be used for regression coefficients (first element of `fill`) and for smoothing variances (second element of `fill`).
`list` | Should the function return a list of all parameters?
`simple.list` | Should the names of parameter vectors be dropped?
`extract` | Should parameters of a `bamlss.frame` be extracted or initialized?
`...` | Currently not used.

### Details

Parameters for BAMLSS are used for optimizer functions in function `bamlss`. The function is useful for initializing all parameters given a `bamlss.frame` (which is done internally in function `bamlss`), but also for extracting all estimated parameters of some optimizer.

The naming convention of the parameter list is used by a couple of functions in this package. For each parameter of the modeled distribution, e.g., `gaussian_bamlss` has parameters `"mu"` and `"sigma"`, a list element is created. These elements the contain the list of all model term parameters. Parametric model terms are indicated with `"p"` and smooth model terms with `"s"`. If the design matrix of a model term in the `x` list of a `bamlss.frame` does not contain any columns names, then the parameters are named with a leading `"b"`, otherwise the column names of the design matrix are used. Smoothing variances parameter vectors are named with a leading `"tau2"`.

The naming convention is useful when setting up new model fitting engines for `bamlss` and is used, e.g., by `bfit` and `GMCMC`, which are based on parameter state list objects as provided by function `bamlss.engine.setup`.

### Value

A named list of all parameters of a `bamlss.frame` or `bamlss` object.

### See Also

`bamlss.frame`, `bamlss`, `opt_bfit`, `sam_GMCMC`, `get.par`, `set.par`

### Examples

    ## Create a "bamlss.frame"
    set.seed(123)
    d <- GAMart()
    bf <- bamlss.frame(num ~ s(x1) + te(lon,lat), data = d)

    ## Create list of all parameters from "bamlss.frame".
    p <- parameters(bf, list = TRUE)
    str(p)

    ## Not run: ## Estimate model.
    f <- list(num ~ s(x1) + te(lon,lat), sigma ~ s(x1))
    b <- bamlss(f, data = d, sampler = FALSE)

    ## Extract estimated parameters.
    parameters(b)
    parameters(b, list = TRUE)

    ## End(Not run)

[Package bamlss version 1.1-6 Index]