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Two plots for the non-randomized PIT are currently available for checking the distributional assumption of the fitted GLARMA model: the PIT histogram, and the uniform Q-Q plot for PIT.
● Data Source:
CranContrib
● Keywords: Diagnostic
● Alias: histPIT, qqPIT
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coef.glarma
(Package: glarma) :
Extract GLARMA Model Coefficients
coef is a generic function which extracts GLARMA model coefficients from objects returned by modeling functions. coefficients is an alias for it.
● Data Source:
CranContrib
● Keywords: Accessor Functions
● Alias: coef.glarma, coefficients.glarma
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paramGen
(Package: glarma) :
Parameter Generators
Functions which use the arguments of a glarma call to generate the initial delta, theta and phi vectors.
● Data Source:
CranContrib
● Keywords: Initial Parameter Generators
● Alias: deltaGen, paramGen, phiGen, thetaGen
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PIT
(Package: glarma) :
Non-randomized Probability Integral Transformation
Functions to produce the non-randomized probability integral transform (PIT) to check the adequacy of the distributional assumption of the GLARMA model.
● Data Source:
CranContrib
● Keywords: ts
● Alias: glarmaPIT, glarmaPredProb
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glarma
(Package: glarma) :
Generalized Linear Autoregressive Moving Average Models with
The function glarma is used to fit generalized linear autoregressive moving average models with various distributions (Poisson, binomial, negative binomial) using either Pearson residuals or score residuals, and for the binomial distribution, identity residuals. It also estimates the parameters of the GLARMA model with various distributions by using Fisher scoring or Newton-Raphson iteration.
● Data Source:
CranContrib
● Keywords: GLARMA
● Alias: glarma, glarmaBinomialIdentity, glarmaBinomialPearson, glarmaBinomialScore, glarmaNegBinPearson, glarmaNegBinScore, glarmaPoissonPearson, glarmaPoissonScore, print.glarma
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model.frame.glarma
(Package: glarma) :
Extracting the Model Frame of the GLARMA Model
model.frame (a generic function) and its methods return a data frame with the variables that are used in the glarma model.
● Data Source:
CranContrib
● Keywords: Accessor Functions
● Alias: model.frame.glarma
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initial
(Package: glarma) :
Initial Parameter Generator for GLARMA from GLM
Function used to generate initial values of parameters for the GLARMA model from glm or glm.nb.
● Data Source:
CranContrib
● Keywords: Initial Parameter Generator
● Alias: initial
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mySolve
(Package: glarma) :
Matrix Inversion of the Hessian of the Log-Likelihood
Inverts the second derivative matrix of the log-likelihood to obtain the estimated covariance matrix of the parameters.
● Data Source:
CranContrib
● Keywords: GLARMA
● Alias: mySolve
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extractAIC method for class "glarma". Used to extract AIC from a glarma object.
● Data Source:
CranContrib
● Keywords: Accessor Functions
● Alias: extractAIC.glarma
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residuals.glarma
(Package: glarma) :
Extract GLARMA Model Residuals
residuals is a generic function which extracts model residuals from objects returned by the modeling function glarma. resid is an alias for residuals.
● Data Source:
CranContrib
● Keywords: Accessor Functions
● Alias: resid.glarma, residuals.glarma
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