R: Extract BAMLSS Coefficients

coef.bamlss {bamlss} | R Documentation

## Extract BAMLSS Coefficients

### Description

Methods to extract coefficients of fitted `bamlss` objects, either coefficients returned from optimizer functions, or samples from a sampler functions.

Method `confint.bamlss()` produces credible intervals or parameter samples using quantiles.

### Usage

    ## S3 method for class 'bamlss'
    coef(object, model = NULL, term = NULL,
      FUN = NULL, parameters = NULL,
      pterms = TRUE, sterms = TRUE,
      hyper.parameters = TRUE, list = FALSE,
      full.names = TRUE, rescale = FALSE, ...)

    ## S3 method for class 'bamlss'
    confint(object, parm, level = 0.95,
      model = NULL, pterms = TRUE, sterms = FALSE,
      full.names = FALSE, hyper.parameters = FALSE, ...)

### Arguments

`object` | An object of class `"bamlss"`
`model` | Character or integer. For which model should coefficients be extracted?
`term` | Character or integer. For which term should coefficients be extracted?
`FUN` | A function that is applied on the parameter samples.
`parameters` | If is set to `TRUE`, additionally adds estimated parameters returned from an optimizer function (if available).
`pterms` | Should coefficients of parametric terms be included?
`sterms` | Should coefficients of smooths terms be included?
`hyper.parameters` | For smooth terms, should hyper parameters such as smoothing variances be included?
`list` | Should the returned object have a list structure for each distribution parameter?
`full.names` | Should full names be assigned, indicating whether a term is parametric "p" or smooth "s".
`rescale` | Should parameters of the linear parts be rescaled if the `scale.d` argument in `bamlss.frame` is set to `TRUE`.
`parm` | Character or integer. For which term should coefficients intervals be extracted?
`level` | The credible level which defines the lower and upper quantiles that should be computed from the samples.
`...` | Arguments to be passed to `FUN` and function `samples`.

### Value

Depending on argument `list` and the number of distributional parameters, either a `list` or vector/matrix of model coefficients.

### See Also

`bamlss`.

### Examples

    ## Not run: ## Simulate data.
    d <- GAMart()

    ## Model formula.
    f <- list(
      num ~ s(x1) + s(x2) + s(x3),
      sigma ~ s(x1) + s(x2) + s(x3)
    )

    ## Estimate model.
    b <- bamlss(f, data = d)

    ## Extract coefficients based on MCMC samples.
    coef(b)

    ## Now only the mean.
    coef(b, FUN = mean)

    ## As list without the full names.
    coef(b, FUN = mean, list = TRUE, full.names = FALSE)

    ## Coefficients only for "mu".
    coef(b, model = "mu")

    ## And "s(x2)".
    coef(b, model = "mu", term = "s(x2)")

    ## With optimizer parameters.
    coef(b, model = "mu", term = "s(x2)", parameters = TRUE)

    ## Only parameteric part.
    coef(b, sterms = FALSE, hyper.parameters = FALSE)

    ## For sigma.
    coef(b, model = "sigma", sterms = FALSE,
      hyper.parameters = FALSE)

    ## 95 perc. credible interval based on samples.
    confint(b)

    ## End(Not run)

[Package bamlss version 1.1-7 Index]