0% found this document useful (0 votes)

141 views154 pages

Gamlss

This document describes the gamlss package for R, which allows fitting of generalized additive models for location scale and shape (GAMLSS). GAMLSS use a distributional regression approach to model all parameters of a response variable's conditional distribution using explanatory variables. The gamlss package provides functions for fitting these models using maximum likelihood or variational Bayesian methods, extracting and analyzing model results, and visualizing model fits.

Uploaded by

markan000

We take content rights seriously. If you suspect this is your content, claim it here.

Available Formats

Download as PDF, TXT or read online on Scribd

0% found this document useful (0 votes)

141 views154 pages

Gamlss

Uploaded by

markan000

We take content rights seriously. If you suspect this is your content, claim it here.

Available Formats

Download as PDF, TXT or read online on Scribd

You are on page 1/ 154

Package ‘gamlss’

May 18, 2019

Description Functions for fitting the Generalized Additive Models for Location Scale and Shape intro-
duced by Rigby and Stasinopoulos (2005), <doi:10.1111/j.1467-9876.2005.00510.x>. The mod-
els use a distributional regression approach where all the parameters of the conditional distribu-
tion of the response variable are modelled using explanatory variables.
Version 5.1-4
Date 2019-05-18
Title Generalised Additive Models for Location Scale and Shape
Maintainer Mikis Stasinopoulos <[email protected]>
Depends R (>= 3.3.0), graphics, stats, splines, utils, grDevices,
gamlss.data (>= 5.0-0), gamlss.dist (>= 4.3.1), nlme, parallel
LazyLoad yes
Imports MASS, survival, methods
License GPL-2 | GPL-3

URL http://www.gamlss.org/
NeedsCompilation yes
Author Mikis Stasinopoulos [aut, cre, cph],
Bob Rigby [aut],
Vlasios Voudouris [ctb],
Calliope Akantziliotou [ctb],
Marco Enea [ctb],
Daniil Kiose [ctb]
Repository CRAN
Date/Publication 2019-05-18 09:10:03 UTC

R topics documented:
gamlss-package . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
acfResid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
additive.fit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
bfp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
calibration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

1
2 R topics documented:

centiles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
centiles.com . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
centiles.pred . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
centiles.split . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
coef.gamlss . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
cs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
deviance.gamlss . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
devianceIncr . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
dtop . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
edf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
find.hyper . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
fitDist . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
fitted.gamlss . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
fittedPlot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
formula.gamlss . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
gamlss . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
gamlss.control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
gamlss.cs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
gamlss.fp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
gamlss.lo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
gamlss.ps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
gamlss.random . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
gamlss.scope . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
gamlssML . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
gamlssVGD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
gen.likelihood . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
getPEF . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
getQuantile . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
getSmo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
glim.control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
histDist . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
histSmo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
IC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
lms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
lo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
loglogSurv . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
lpred . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
LR.test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
model.frame.gamlss . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
numeric.deriv . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
par.plot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
pcat . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
pdf.plot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
plot.gamlss . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
plot.histSmo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
plot2way . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
polyS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
predict.gamlss . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
gamlss-package 3

print.gamlss . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
prof.dev . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
prof.term . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
ps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
Q.stats . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
quantSheets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
random . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
refit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
residuals.gamlss . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
ri . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
rqres.plot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
Rsq . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
rvcov . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
stepGAIC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
summary.gamlss . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
term.plot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
update.gamlss . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
VC.test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144
wp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146
z.scores . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149

Index 151

gamlss-package Generalised Additive Models for Location Scale and Shape

Description
Functions for fitting the Generalized Additive Models for Location Scale and Shape introduced
by Rigby and Stasinopoulos (2005), <doi:10.1111/j.1467-9876.2005.00510.x>. The models use a
distributional regression approach where all the parameters of the conditional distribution of the
response variable are modelled using explanatory variables.

Details
The DESCRIPTION file:

Package: gamlss
Description: Functions for fitting the Generalized Additive Models for Location Scale and Shape introduced by Rigby and S
Version: 5.1-4
Date: 2019-05-18
Authors@R: c(person("Mikis", "Stasinopoulos", role = c("aut", "cre", "cph"), email = "[email protected]"),
Title: Generalised Additive Models for Location Scale and Shape
Maintainer: Mikis Stasinopoulos <[email protected]>
Depends: R (>= 3.3.0), graphics, stats, splines, utils, grDevices, gamlss.data (>= 5.0-0), gamlss.dist (>= 4.3.1), nlme, par
LazyLoad: yes
Imports: MASS, survival, methods
License: GPL-2 | GPL-3
4 gamlss-package

URL: http://www.gamlss.org/
Author: Mikis Stasinopoulos [aut, cre, cph], Bob Rigby [aut], Vlasios Voudouris [ctb], Calliope Akantziliotou [ctb], Ma

Index of help topics:

IC Gives the GAIC for a GAMLSS Object

LR.test Likelihood Ratio test for nested GAMLSS models
Q.stats A function to calculate the Q-statistics
Rsq Generalised (Pseudo) R-squared for GAMLSS
models
VC.test Vuong and Clarke tests
acfResid ACF plot of the residuals
additive.fit Implementing Backfitting in GAMLSS
bfp Functions to fit fractional polynomials in
GAMLSS
calibration Calibrating centile curves
centiles Plots the centile curves for a GAMLSS object
centiles.com Comparing centiles from different GAMLSS models
centiles.pred Creating predictive centiles values
centiles.split Plots centile curves split by x for a GAMLSS
object
coef.gamlss Extract Model Coefficients in a GAMLSS fitted
model
cs Specify a Smoothing Cubic Spline Fit in a
GAMLSS Formula
deviance.gamlss Global Deviance of a GAMLSS model
devianceIncr The global deviance increment
dtop Detrended transformed Owen's plot
edf Effective degrees of freedom from gamlss model
find.hyper A function to select values of hyper-parameters
in a GAMLSS model
fitDist Fitting Different Parametric 'gamlss.family'
Distributions.
fitted.gamlss Extract Fitted Values For A GAMLSS Model
fittedPlot Plots The Fitted Values of a GAMLSS Model
formula.gamlss Extract the Model Formula in a GAMLSS fitted
model
gamlss Generalized Additive Models for Location Scale
and Shape
gamlss-package Generalised Additive Models for Location Scale
and Shape
gamlss.control Auxiliary for Controlling GAMLSS Fitting
gamlss.cs Support for Function cs() and scs()
gamlss.fp Support for Function fp()
gamlss.lo Support for Function lo()
gamlss.ps Support for Functions for smoothers
gamlss.random Support for Functions random() and re()
gamlss-package 5

gamlss.scope Generate a Scope Argument for Stepwise GAMLSS

gamlssML Maximum Likelihood estimation of a simple
GAMLSS model
gamlssVGD A Set of Functions for selecting Models using
Validation or Test Data Sets and Cross
Validation
gen.likelihood A function to generate the likelihood function
from a GAMLSS object
getPEF Getting the partial effect function from a
continuous term in a GAMLSS model
getQuantile Getting the partial quantile function for a
term
getSmo Extracting Smoother information from a GAMLSS
fitted object
glim.control Auxiliary for Controlling the inner algorithm
in a GAMLSS Fitting
histDist This function plots the histogram and a fitted
(GAMLSS family) distribution to a variable
histSmo Density estimation using the Poisson trick
lms A function to fit LMS curves for centile
estimation
lo Specify a loess fit in a GAMLSS formula
loglogSurv Survival function plots for checking the tail
behaviour of the data
lpred Extract Linear Predictor Values and Standard
Errors For A GAMLSS Model
model.frame.gamlss Extract a model.frame, a model matrix or terms
from a GAMLSS object for a given distributional
parameter
numeric.deriv An internal GAMLSS function for numerical
derivatives
par.plot A function to plot parallel plot for repeated
measurement data
pcat Reduction for the Levels of a Factor.
pdf.plot Plots Probability Distribution Functions for
GAMLSS Family
plot.gamlss Plot Residual Diagnostics for an GAMLSS Object
plot.histSmo A Plotting Function for density estimator
object histSmo
plot2way Function to plot two interaction in a GAMLSS
model
polyS Auxiliary support for the GAMLSS
predict.gamlss Extract Predictor Values and Standard Errors
For New Data In a GAMLSS Model
print.gamlss Prints a GAMLSS fitted model
prof.dev Plotting the Profile Deviance for one of the
Parameters in a GAMLSS model
prof.term Plotting the Profile: deviance or information
6 gamlss-package

criterion for one of the terms (or

hyper-parameters) in a GAMLSS model
ps P-Splines Fits in a GAMLSS Formula
quantSheets Quantile Sheets
random Specify a random intercept model in a GAMLSS
formula
refit Refit a GAMLSS model
residuals.gamlss Extract Residuals from GAMLSS model
ri Specify ridge or lasso Regression within a
GAMLSS Formula
rqres.plot Creating and Plotting Randomized Quantile
Residuals
rvcov Robust Variance-Covariance matrix of the
parameters from a fitted GAMLSS model
stepGAIC Choose a model by GAIC in a Stepwise Algorithm
summary.gamlss Summarizes a GAMLSS fitted model
term.plot Plot regression terms for a specified parameter
of a fitted GAMLSS object
update.gamlss Update and Re-fit a GAMLSS Model
wp Worm plot
z.scores Z-scores for lms objects

Author(s)

NA
Maintainer: Mikis Stasinopoulos <[email protected]>

References

Nelder, J. A. and Wedderburn, R. W. M. (1972). Generalized linear models. J. R. Statist. Soc. A.,
135 370-384.
Hastie, T. J. and Tibshirani, R. J. (1990). Generalized Additive Models. Chapman and Hall, London.
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

See Also

gamlss.dist
acfResid 7

Examples
data(abdom)
mod<-gamlss(y~pb(x),sigma.fo=~pb(x),family=BCT, data=abdom, method=mixed(1,20))
plot(mod)
rm(mod)

acfResid ACF plot of the residuals

Description
This plot display the ACF and PACF of the residuals of a gamlss or other fitted model (provided
that they have been standardised appropriately. Is is approriate for time series data.

Usage
acfResid(obj = NULL, resid = NULL)

Arguments
obj A gamlss model or othe fitted model where the resid() function applies exist
resid if obj does not exist the argument here will be used

Details
The ACF abd PACF for the residuals r, squared residuals r^2, r^3 and r^4 are plotted

Value
The relevant plots are displayied

Author(s)
Mikis Stasinopoulos. Bob Rigby. Vlasios Voudouris and Majid Djennad

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M., Rigby R.A. and Akantziliotou C. (2006) Instructions on how to use the
GAMLSS package in R. Accompanying documentation in the current GAMLSS help files, (see
also http://www.gamlss.org/).
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
8 additive.fit

additive.fit Implementing Backfitting in GAMLSS

Description
This function is not to be used on its own. It is used for backfitting in the GAMLSS fitting al-
gorithms and it is based on the equivalent function written by Trevor Hastie in the gam() S-plus
implementation, (Chambers and Hastie, 1991).

Usage
additive.fit(x, y, w, s, who, smooth.frame, maxit = 30, tol = 0.001,
trace = FALSE, se = TRUE, ...)

Arguments
x the linear part of the explanatory variables
y the response variable
w the weights
s the matrix containing the smoothers
who the current smoothers
smooth.frame the data frame used for the smoothers
maxit maximum number of iterations in the backfitting
tol the tolerance level for the backfitting
trace whether to trace the backfitting algorithm
se whether standard errors are required
... for extra arguments

Details
This function should not be used on its own

Value
Returns a list with the linear fit plus the smothers
bfp 9

Author(s)
Mikis Stasinopoulos

References
Chambers, J. M. and Hastie, T. J. (1991). Statistical Models in S, Chapman and Hall, London.
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

See Also
gamlss

bfp Functions to fit fractional polynomials in GAMLSS

Description
The function bfp generate a power polynomial basis matrix which (for given powers) can be used
to fit power polynomials in one x-variable. The function fp takes a vector and returns it with several
attributes. The vector is used in the construction of the model matrix. The function fp() is not used
for fitting the fractional polynomial curves but assigns the attributes to the vector to aid gamlss in
the fitting process. The function doing the fitting is gamlss.fp() which is used at the backfitting
function additive.fit (but never used on its own). The (experimental) function pp can be use
to fit power polynomials as in a + b1 xp1 + b2 xp2 ., where p1 and p2 have arbitrary values rather
restricted as in the fp function.

Usage
bfp(x, powers = c(1, 2), shift = NULL, scale = NULL)
fp(x, npoly = 2, shift = NULL, scale = NULL)
pp(x, start = list(), shift = NULL, scale = NULL)

Arguments
x the explanatory variable to be used in functions bfp() or fp(). Note that this is
different from the argument x use in gamlss.fp (a function used in the backfit-
ting but not by straight by the user)
powers a vector containing as elements the powers in which the x has to be raised
10 bfp

shift a number for shifting the x-variable. The default values is zero, if x is positive,
or the minimum of the positive difference in x minus the minimum of x
scale a positive number for scalling the x-variable. The default values is 10( sign(log10(range)))∗
trunc(abs(log10(range)))
npoly a positive indicating how many fractional polynomials should be considered in
the fit. Can take the values 1, 2 or 3 with 2 as default
start a list containing the starting values for the non-linear maximization to find the
powers. The results from fitting the equivalent fractional polynomials can be
used here

Details

The above functions are an implementation of the fractional polynomials introduced by Royston
and Altman (1994). The three functions involved in the fitting are loosely based on the frac-
tional polynomials implementation in S-plus written by Gareth Amber in 1999, (unfortunately
the URL link for his work no longer exist). The function bfp generates the right design matrix
for the fitting a power polynomial of the type a + b1 xp1 + b2 xp2 + . . . + bk xpk . For given pow-
ers p1 , p2 , . . . , pk given as the argument powers in bfp() the function can be used to fit power
polynomials in the same way as the functions poly() or bs() (of package splines) are used to
fit orthogonal or piecewise polynomials respectively. The function fp(), which is working as a
smoother in gamlss, is used to fit the best fractional polynomials within a set of power values. Its
argument npoly determines whether one, two or three fractional polynomials should used in the
fitting. For a fixed number npoly the algorithm looks for the best fitting fractional polynomials
in the list c(-2, -1, -0.5, 0, 0.5, 1, 2, 3) . Note that npolu=3 is rather slow since
it fits all possible combinations 3-way combinations at each backfitting interaction. The function
gamlss.fp() is an internal function of GAMLSS allowing the fractional polynomials to be fitted
in the backfitting cycle of gamlss, and should be not used on its own.

Value

The function bfp returns a matrix to be used as part of the design matrix in the fitting.
The function fp returns a vector with values zero to be included in the design matrix but with
attributes useful in the fitting of the fractional polynomials algorithm in gamlss.fp.

Warning

Since the model constant is included in both the design matrix X and in the backfitting part of
fractional polynomials, its values is wrongly given in the summary. Its true values is the model
constant minus the constant from the fractional polynomial fitting ??? What happens if more that
one fractional polynomials are fitted?

Author(s)

Mikis Stasinopoulos <[email protected]>, Bob Rigby <[email protected]>

calibration 11

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Royston, P. and Altman, D. G., (1994). Regression using fractional polynomials of continuous
covariates: parsimonious parametric modelling (with discussion), Appl. Statist., 43, 429-467.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

calibration Calibrating centile curves

Description
This function can used when the fitted model centiles do not coincide with the sample centiles.

Usage
calibration(object, xvar, cent = 100 * pnorm((-4:4) * 2/3),
legend = FALSE, fan = FALSE, ...)
12 calibration

Arguments
object a gamlss fitted object
xvar The explanatory variable
cent a vector with elements the % centile values for which the centile curves have to
be evaluated
legend whether legend is required
fan whether to use the fan version of centiles
... other argument pass on to centiles() function

Details
The function finds the sample quantiles of the residuals of the fitted model (the z-scores) and use
them as sample quantile in the argument cent of the centiles() function. This procedure is
appropriate if the fitted model centiles do not coincide with the sample centiles and when this
failure is the same in all values of the explanatory variable xvar.

Value
A centile plot is produced and the sample centiles below each centile curve are printed (or saved)

Author(s)
Mikis Stasinopoulos <[email protected]>, Bob Rigby <[email protected]>
and Vlasios Voudouris <[email protected]>

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

centiles Plots the centile curves for a GAMLSS object

Description
This function centiles() plots centiles curves for distributions belonging to the GAMLSS fam-
ily of distributions. The function also tabulates the sample percentages below each centile curve (for
comparison with the model percentages given by the argument cent.) The function centiles.fan()
plots a fan-chart of the centile curves. A restriction of the functions is that it applies to models with
one explanatory variable only.

Usage
centiles(obj, xvar = NULL, cent = c(0.4, 2, 10, 25, 50, 75, 90, 98, 99.6),
legend = TRUE, ylab = "y", xlab = "x", main = NULL,
main.gsub = "@", xleg = min(xvar), yleg = max(obj$y),
xlim = range(xvar), ylim = range(obj$y), save = FALSE,
plot = TRUE, points = TRUE, pch = 15, cex = 0.5, col = gray(0.7),
col.centiles = 1:length(cent) + 2, lty.centiles = 1, lwd.centiles = 1, ...)
centiles.fan(obj, xvar = NULL, cent = c(0.4, 2, 10, 25, 50, 75, 90, 98, 99.6),
ylab = "y", xlab = "x", main = NULL, main.gsub = "@",
xleg = min(xvar), yleg = max(obj$y), xlim = range(xvar),
ylim = range(obj$y), points = FALSE, median = TRUE, pch = 15,
cex = 0.5, col = gray(0.7),
colors = c("cm", "gray", "rainbow", "heat", "terrain", "topo"), ...)

Arguments
obj a fitted gamlss object from fitting a gamlss distribution
xvar the unique explanatory variable
cent a vector with elements the % centile values for which the centile curves have to
be evaluated
legend whether a legend is required in the plot or not, the default is legent=TRUE
ylab the y-variable label
xlab the x-variable label
main the main title here as character. If NULL the default title "centile curves using
NO" (or the relevant distributions name) is shown
main.gsub if the main.gsub (with default "@") appears in the main title then it is substi-
tuted with the default title.
xleg position of the legend in the x-axis
yleg position of the legend in the y-axis
xlim the limits of the x-axis
ylim the limits of the y-axis
14 centiles

save whether to save the sample percentages or not with default equal to FALSE. In
this case the sample percentages are printed but are not saved
plot whether to plot the centiles. This option is useful for centile.split
pch the character to be used as the default in plotting points see par
cex size of character see par
col plotting colour see par
col.centiles Plotting colours for the centile curves
lty.centiles line type for the centile curves
lwd.centiles The line width for the centile curves
colors the different colour schemes to be used for the fan-chart. The following are
available c("cm","gray", "rainbow", "heat", "terrain", "topo"),
points whether the data points should be plotted, default is TRUE for centiles() and
FALSE for centiles.fan()
median whether the median should be plotted (only in centiles.fan())
... for extra arguments

Details
Centiles are calculated using the fitted values in obj and xvar must correspond exactly to the pre-
dictor in obj to plot correctly.
col.centiles, lty.centiles and lwd.centiles may be vector arguments and are recycled to
the length cent if necessary.

Value
A centile plot is produced and the sample centiles below each centile curve are printed (or saved)

Warning
This function is appropriate only when one continuous explanatory variable is fitted in the model

Author(s)
Mikis Stasinopoulos <[email protected]>, Bob Rigby <[email protected]>
with contribution from Steve Ellison

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).
centiles.com 15

See Also
gamlss, centiles.split , centiles.com

Examples
data(abdom)
h<-gamlss(y~pb(x), sigma.formula=~pb(x), family=BCT, data=abdom)
# default plot
centiles(h,xvar=abdom$x)
# control of colours and lines
centiles(h, xvar=abdom$x, col.cent=c(2,3,4,5,1,5,4,3,2,1),
lwd.cent=c(1,1,1,1,2,1,1,1,1))
#Control line types
centiles(h, xvar=abdom$x, col.cent=1, cent=c(.5,2.5,50,97.5,99.5),
lty.centiles=c(3,2,1,2,3),lwd.cent=c(1,1,2,1,1))
# control of the main title
centiles(h, xvar=abdom$x, main="Abdominal data \n @")
# the fan-chart
centiles.fan(h,xvar=abdom$x, colors="rainbow")
rm(h)

centiles.com Comparing centiles from different GAMLSS models

Description
This function compares centiles curves for more than one GAMLSS objects.It is based on the
centiles function. The function also tabulates the sample percentages below each centile curve
(for comparison with the model percentages given by the argument cent.) A restriction of the
function is that it applies to models with one explanatory variable only

Usage
centiles.com(obj, ..., xvar = NULL, cent = c(0.4, 10, 50, 90, 99.6),
legend = TRUE, ylab = "y", xlab = "x", xleg = min(xvar),
yleg = max(obj$y), xlim = range(xvar), ylim = NULL,
no.data = FALSE, color = TRUE, main = NULL, plot = TRUE)

Arguments
obj a fitted gamlss object from fitting a gamlss continuous distribution
... optionally more fitted GAMLSS model objects
xvar the unique explanatory variable
cent a vector with elements the % centile values for which the centile curves have to
be evaluated
legend whether a legend is required in the plot or not, the default is legent=TRUE
ylab the y-variable label
16 centiles.com

xlab the x-variable label

xleg position of the legend in the x-axis
yleg position of the legend in the y-axis
xlim the limits of the x-axis
ylim the limits of the y-axis
no.data whether the data should plotted, default no.data=FALSE or not no.data=TRUE
color whether the fitted centiles are shown in colour, color=TRUE (the default) or not
color=FALSE
main the main title
plot whether to plot the centiles

Value
Centile plots are produced for the different fitted models and the sample centiles below each centile
curve are printed

Warning
This function is appropriate only when one continuous explanatory variable is fitted in the model

Author(s)
Mikis Stasinopoulos <[email protected]> and Bob Rigby <[email protected]>

References
Rigby, R. A. and Stasinopoulos D. M.(2005). Generalized additive models for location, scale and
shape, (with discussion),Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

See Also
gamlss, centiles , centiles.split

Examples
data(abdom)
h1<-gamlss(y~cs(x,df=3), sigma.formula=~cs(x,1),family=BCT, data=abdom)
h2<-gamlss(y~pb(x), sigma.formula=~pb(x), family=BCT, data=abdom )
centiles.com(h1,h2,xvar=abdom$x)
rm(h1,h2)
centiles.pred 17

centiles.pred Creating predictive centiles values

Description
This function creates predictive centiles curves for new x-values given a GAMLSS fitted model.
The function has three options: i) for given new x-values and given percentage centiles calculates
a matrix containing the centiles values for y, ii) for given new x-values and standard normalized
centile values calculates a matrix containing the centiles values for y, iii) for given new x-values
and new y-values calculates the z-scores. A restriction of the function is that it applies to models
with only one explanatory variable.

Usage
centiles.pred(obj, type = c("centiles", "z-scores", "standard-centiles"),
xname = NULL, xvalues = NULL, power = NULL, yval = NULL,
cent = c(0.4, 2, 10, 25, 50, 75, 90, 98, 99.6),
dev = c(-4, -3, -2, -1, 0, 1, 2, 3, 4),
plot = FALSE, legend = TRUE,
...)

Arguments
obj a fitted gamlss object from fitting a gamlss continuous distribution
type the default, "centiles", gets the centiles values given in the option cent. type="standard-centiles"
gets the standard centiles given in the dev. type="z-scores" gets the z-scores
for given y and x new values
xname the name of the unique explanatory variable (it has to be the same as in the
original fitted model)
xvalues the new values for the explanatory variable where the prediction will take place
power if power transformation is needed (but read the note below)
yval the response values for a given x required for the calculation of "z-scores"
cent a vector with elements the % centile values for which the centile curves have to
be evaluated
dev a vector with elements the standard normalized values for which the centile
curves have to be evaluated in the option type="standard-centiles"
plot whether to plot the "centiles" or the "standard-centiles", the default is plot=FALSE
legend whether a legend is required in the plot or not, the default is legent=TRUE
... for extra arguments

Value
a vector (for option type="z-scores") or a matrix for options type="centiles" or type="standard-centiles"
containing the appropriate values
18 centiles.pred

Warning
See example below of how to use the function when power transofrmation is used for the x-variables

Note
The power option should be only used if the model

Author(s)
Mikis Stasinopoulos , <[email protected]>, based on ideas of Elaine Borghie
from the World Health Organization

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

See Also
gamlss, centiles, centiles.split

Examples
## bring the data and fit the model
data(abdom)
a<-gamlss(y~pb(x),sigma.fo=~pb(x), data=abdom, family=BCT)
## plot the centiles
centiles(a,xvar=abdom$x)
##-----------------------------------------------------------------------------
## first use of centiles.pred()
## to calculate the centiles at new x values
##-----------------------------------------------------------------------------
newx<-seq(12,40,2)
mat <- centiles.pred(a, xname="x", xvalues=newx )
mat
## now plot the centile curves
mat <- centiles.pred(a, xname="x",xvalues=newx, plot=TRUE )
##-----------------------------------------------------------------------------
## second use of centiles.pred()
## to calculate (nornalised) standard-centiles for new x
## values using the fitted model
##-----------------------------------------------------------------------------
newx <- seq(12,40,2)
mat <- centiles.pred(a, xname="x",xvalues=newx, type="standard-centiles" )
centiles.split 19

mat
## now plot the standard centiles
mat <- centiles.pred(a, xname="x",xvalues=newx, type="standard-centiles",
plot = TRUE )
##-----------------------------------------------------------------------------
## third use of centiles.pred()
## if we have new x and y values what are their z-scores?
##-----------------------------------------------------------------------------
# create new y and x values and plot them in the previous plot
newx <- c(20,21.2,23,20.9,24.2,24.1,25)
newy <- c(130,121,123,125,140,145,150)
for(i in 1:7) points(newx[i],newy[i],col="blue")
## now calculate their z-scores
znewx <- centiles.pred(a, xname="x",xvalues=newx,yval=newy, type="z-scores" )
znewx
## Not run:
##-----------------------------------------------------------------------------
## What we do if the x variables is transformed?
##----------------------------------------------------------------------------
## case 1 : transformed x-variable within the formula
##----------------------------------------------------------------------------
## fit model
aa <- gamlss(y~pb(x^0.5),sigma.fo=~pb(x^0.5), data=abdom, family=BCT)
## centiles works
centiles(aa,xvar=abdom$x, legend = FALSE)
newx<-seq(12,40,2)
mat <- centiles.pred(aa, xname="x",xvalues=newx, plot=TRUE )

mat <- centiles.pred(aa, xname="x",xvalues=c(20, 2 )

mat
xx <- rep(mat[,1],9)
yy<-mat[,2:10]
points(xx,yy,col="red")
## case 2 : x-variable previously transformed
nx<-abdom$x^0.5
aa<-gamlss(y~pb(nx),sigma.fo=~pb(nx), data=abdom, family=BCT)
centiles(aa, xvar=abdom$x)
newd<-data.frame( abdom, nx=abdom$x^0.5)
mat <- centiles.pred(aa, xname="nx", xvalues=c(30), power=0.5, data=newd)
xxx<-rep(mat[,1],9)
yyy<-mat[,2:10]
points(xxx,yyy,col="red")
## End(Not run)

centiles.split Plots centile curves split by x for a GAMLSS object

Description
This function plots centiles curves for separate ranges of the unique explanatory variable x. It is
similar to the centiles function but the range of x is split at a user defined values xcut.point
20 centiles.split

into r separate ranges. The functions also tabulates the sample percentages below each centile curve
for each of the r ranges of x (for comparison with the model percentage given by cent) The model
should have only one explanatory variable.

Usage
centiles.split(obj, xvar = NULL, xcut.points = NULL, n.inter = 4,
cent = c(0.4, 2, 10, 25, 50, 75, 90, 98, 99.6),
legend = FALSE, main = NULL, main.gsub = "@",
ylab = "y", xlab = "x", ylim = NULL, overlap = 0,
save = TRUE, plot = TRUE, ...)

Arguments
obj a fitted gamlss object from fitting a gamlss continuous distribution
xvar the unique explanatory variable
xcut.points the x-axis cut off points e.g. c(20,30). If xcut.points=NULL then the n.inter
argument is activated
n.inter if xcut.points=NULL this argument gives the number of intervals in which the
x-variable will be splited, with default 4
cent a vector with elements the % centile values for which the centile curves are to
be evaluated
legend whether a legend is required in the plots or not, the default is legent=FALSE
main the main title as character. If NULL the default title (shown the intervals) is
shown
main.gsub if the main.gsub (with default "@") appears in the main title then it is substi-
tuted with the default title.
ylab the y-variable label
xlab the x-variable label
ylim the range of the y-variable axis
overlap how much overlapping in the xvar intervals. Default value is overlap=0 for
non overlapping intervals
save whether to save the sample percentages or not with default equal to TRUE. In
this case the functions produce a matrix giving the sample percentages for each
interval
plot whether to plot the centles. This option is usefull if the sample statistics only
are to be used
... for extra arguments

Value
Centile plots are produced and the sample centiles below each centile curve for each of the r ranges
of x can be saved into a matrix.
coef.gamlss 21

Warning
This function is appropriate when only one continuous explanatory variable is fitted in the model

Author(s)
Mikis Stasinopoulos, <[email protected]>, Bob Rigby <[email protected]>,
with contributions from Elaine Borghie

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

coef.gamlss Extract Model Coefficients in a GAMLSS fitted model

Description
coef.gamlss is the GAMLSS specific method for the generic function coef which extracts model
coefficients from objects returned by modelling functions. ‘coefficients’ is an alias for coef.

Usage
## S3 method for class 'gamlss'
coef(object, what = c("mu", "sigma", "nu", "tau"),
parameter = NULL, ... )
22 cs

Arguments

object a GAMLSS fitted model

what which parameter coefficient is required, default what="mu"
parameter equivalent to what (more obvious name)
... for extra arguments

Value

Coefficients extracted from the GAMLSS model object.

Author(s)

Mikis Stasinopoulos <[email protected]>

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

See Also

gamlss, deviance.gamlss, fitted.gamlss

Examples

data(aids)
h<-gamlss(y~poly(x,3)+qrt, family=PO, data=aids) #
coef(h)
rm(h)

cs Specify a Smoothing Cubic Spline Fit in a GAMLSS Formula

cs 23

Description
The functions cs() and scs() are using the cubic smoothing splines function smooth.spline()
to do smoothing. They take a vector and return it with several attributes. The vector is used in the
construction of the model matrix. The functions do not do the smoothing, but assigns the attributes
to the vector to aid gamlss in the smoothing. The function doing the smoothing is gamlss.cs().
This function use the R function smooth.spline() which is then used by the backfitting function
additive.fit() which is based on the original GAM implementation described in Chambers and
Hastie (1992). The function gamlss.scs() differs from the function cs() in that allows cross
validation of the smoothing parameters unlike the cs() which fixes the effective degrees of freedom,
df. Note that the recommended smoothing function is now the function pb() which allows the
estimation of the smoothing parameters using a local maximum likelihood. The function pb() is
based on the penalised beta splines (P-splines) of Eilers and Marx (1996).
The (experimental) function vc is now defunct. For fitting varying coefficient models, Hastie and
Tibshirani (1993) use the function pvc().

Usage
cs(x, df = 3, spar = NULL, c.spar = NULL, control = cs.control(...), ...)
scs(x, df = NULL, spar = NULL, control = cs.control(...), ...)
cs.control(cv = FALSE, all.knots = TRUE, nknots = NULL, keep.data = TRUE,
df.offset = 0, penalty = 1.4, control.spar = list(), ...)

Arguments
x the univariate predictor, (or expression, that evaluates to a numeric vector). For
the function vc the x argument is the vector which has its (linear) coefficient
change with r
df the desired equivalent number of degrees of freedom (trace of the smoother ma-
trix minus two for the constant and linear fit). The real smoothing parameter
(spar below) is found such that df=tr(S)-2, where S is the implicit smoother
matrix. Values for df should be greater than 0, with 0 implying a linear fit.
spar smoothing parameter, typically (but not necessarily) in (0,1]. The coefficient
lambda of the integral of the squared second derivative in the fit (penalised
log likelihood) criterion is a monotone function of ‘spar’, see the details in
smooth.spline.
c.spar This is an option to be used when the degrees of freedom of the fitted gamlss
object are different from the ones given as input in the option df. The de-
fault values used are the ones given the option control.spar in the R func-
tion smooth.spine() and they are c.spar=c(-1.5, 2). For very large data
sets e.g. 10000 observations, the upper limit may have to increase for example
to c.spar=c(-1.5, 2.5). Use this option if you have received the warning
’The output df are different from the input, change the control.spar’. c.spar
can take both vectors or lists of length 2, for example c.spar=c(-1.5, 2.5) or
c.spar=list(-1.5, 2.5) would have the same effect.
control control for the function smooth.spline(), see below
cv see the R function smooth.spline()
24 cs

all.knots see the R function smooth.spline()

nknots see the R function smooth.spline()
keep.data see the R function smooth.spline()
df.offset see the R function smooth.spline()
penalty see the R function smooth.spline(), here the default value is 1.4
control.spar see above c.spar or the equivalent argument in the function smooth.spline
... for extra arguments

Details
Note that cs itself does no smoothing; it simply sets things up for the function gamlss() which in
turn uses the function additive.fit() for backfitting which in turn uses gamlss.cs()
Note that cs() and scs() functions behave differently at their default values that is if df and lambda
are not specified. cs(x) by default will use 3 extra degrees of freedom for smoothing for x. scs(x)
by default will estimate lambda (and the degrees of freedom) automatically using generalised cross
validation (GCV). Note that if GCV is used the convergence of the gamlss model can be less stable
compared to a model where the degrees of freedom are fixed. This will be true for small data sets.

Value
the vector x is returned, endowed with a number of attributes. The vector itself is used in the
construction of the model matrix, while the attributes are needed for the backfitting algorithms
additive.fit(). Since smoothing splines includes linear fits, the linear part will be efficiently
computed with the other parametric linear parts of the model.

Warning
For a user who wishes to compare the gamlss() results with the equivalent gam() results in S-plus:
make sure when using S-plus that the convergence criteria epsilon and bf.epsilon in control.gam()
are decreased sufficiently to ensure proper convergence in S-plus. Also note that the degrees of
freedom are defined on top of the linear term in gamlss, but on top of the constant term in S-plus,
(so use an extra degrees of freedom in S-plus in order to obtain comparable results to those in
galmss).
Change the upper limit of spar if you received the warning ’The output df are different from the
input, change the control.spar’.
For large data sets do not use expressions, e.g. cs(x^0.5) inside the gamlss function command
but evaluate the expression, e.g. nx=x0 .5, first and then use cs(nx).

Note
The degrees of freedom df are defined differently from that of the gam() function in S-plus. Here df
are the additional degrees of freedom excluding the constant and the linear part of x. For example
df=4 in gamlss() is equivalent to df=5 in gam() in S-plus

Author(s)
Mikis Stasinopoulos and Bob Rigby (see also the documentation of the functionsmooth.spline()
for the original authors of the cubic spline function.)
deviance.gamlss 25

References
Chambers, J. M. and Hastie, T. J. (1992) Statistical Models in S, Wadsworth & Brooks/Cole.
Eilers, P. H. C. and Marx, B. D. (1996). Flexible smoothing with B-splines and penalties (with
comments and rejoinder). Statist. Sci, 11, 89-121.
Hastie, T. J. and Tibshirani, R. J. (1993), Varying coefficient models (with discussion),J. R. Statist.
Soc. B., 55, 757-796.
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

deviance.gamlss Global Deviance of a GAMLSS model

Description
Returns the global, -2*log(likelihood), or the penalized, -2*log(likelihood)+ penalties, deviance of
a fitted GAMLSS model object.

Usage
## S3 method for class 'gamlss'
deviance(object, what = c("G", "P"), ...)
26 deviance.gamlss

Arguments

object a GAMLSS fitted model

what put "G" for Global or "P" for Penalized deviance
... for extra arguments

Details

deviance is a generic function which can be used to extract deviances for fitted models. deviance.gamlss
is the method for a GAMLSS object.

Value

The value of the global or the penalized deviance extracted from a GAMLSS object.

Author(s)

Mikis Stasinopoulos <[email protected]>

References

See Also

gamlss.family, coef.gamlss, fitted.gamlss

Examples

data(aids)
h<-gamlss(y~poly(x,3)+qrt, family=PO, data=aids) #
deviance(h)
rm(h)
devianceIncr 27

devianceIncr The global deviance increment

Description

The global deviance increment is the contribution of each individual observation to the global de-
viance. The function devianceIncr() can be used to extract the global deviance increment for a
fitted gamlss model or for a new (test/validation) data set. Large values for global deviance incre-
ment indicate a bad fit and for new data a bad prediction.

Usage

devianceIncr(obj, newdata = NULL)

Arguments

obj a gamlss object

newdata test data set to check the global deviance increment.

Value

Returns a vector of the global deviance increments for each observation.

Author(s)

Mikis Stasinopoulos

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, 1-38.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

See Also

deviance
28 dtop

Examples
#-----------------------------------------------------------------
# Count data set
# fit Poisson model
h1 <- gamlss(Claims~L_Population+L_Accidents+L_KI+L_Popdensity,
data=LGAclaims, family=PO)
p1<-devianceIncr(h1)
# fit negative binomial model
h2 <- gamlss(Claims~L_Population+L_Accidents+L_KI+L_Popdensity,
data=LGAclaims, family=NBI)
p2<-devianceIncr(h2)
# comparing using boxplots
boxplot(cbind(p1,p2))
# comparing using emphirical cdf
plot(ecdf(p1))
lines(ecdf(p2), col=2)
# comparing agaist the y-values
plot(p1~LGAclaims$Claims, pch=20, col="gray")
points(p2~LGAclaims$Claims, pch="-", col="orange")
#----------------------------------------------------------------
# Continuous data sets
## Not run:
m1 <- gamlss(head~pb(age), data=db[1:6000,])
p1<-devianceIncr(m1)
m2 <- gamlss(head~pb(age), sigma.fo=~pb(age), nu.fo=~pb(age),
tau.fo=~pb(age), data=db[1:6000,], family=BCT)
p2<-d.evianceIncr(m2)
# comparing using summaries
summary(p1); summary(p2)
# comparing using boxplots
boxplot(cbind(p1,p2))
# comparing using histograms
hist(p1, col=rgb(1,0,0,0.5), xlim=c(0,50), breaks=seq(0,50,2))
hist(p2, col=rgb(0,0,1,0.5), add=T)
# comparing using emphirical cdf
plot(ecdf(p1))
lines(ecdf(p2), col=2)
## End(Not run)
#----------------------------------------------------------------

dtop Detrended transformed Owen’s plot

Description
Provides single or multiple detrended transformed Owen’s plot, Owen (1995), for a GAMLSS fitted
objects or any other fitted object which has the method resid(). This is a diagnostic tool for checking
whether the normalised quantile residuals are coming from a normal distribution or not. This could
be true if the horizontal line is within the confidence intervals.
dtop 29

Usage
dtop(object = NULL, xvar = NULL, resid = NULL,
type = c("Owen", "JW"),
conf.level = c("95", "99"), n.inter = 4,
xcut.points = NULL, overlap = 0,
show.given = TRUE, cex = 1, pch = 21,
line = TRUE, ...)

Arguments
object a GAMLSS fitted object or any other fitted object which has the method resid().
xvar the explanatory variable against which the detrended Owen’s plots will be plot-
ted
resid if the object is not specified the residual vector can be given here
type whether to use Owen (1995) or Jager and Wellner (2004) approximate formula
conf.level 95 (default) or 99 percent confidence interval for the plots
n.inter he number of intervals in which the explanatory variable xvar will be cut
xcut.points the x-axis cut off points e.g. c(20,30). If xcut.points=NULL then the n.inter
argument is activated
overlap how much overlapping in the xvar intervals. Default value is overlap=0 for non
overlapping intervals
show.given whether to show the x-variable intervals in the top of the graph, default is
show.given=TRUE
cex the cex plotting parameter with default cex=1
pch the pch plotting parameter with default pch=21
line whether the detrended empirical cdf should be plotted or not
... for extra arguments

Details
If the xvar argument is not specified then a single detrended Owen’s plot is used, see Owen (1995).
In this case the plot is a detrended nonparametric likelihood confidence band for a distribution func-
tion. That is, if the horizontal lines lies within the confidence band then the normalised residuals
could have come from a Normal distribution and consequently the assumed response variable dis-
tribution is reasonable. If the xvar is specified then we have as many plots as n.iter. In this case the
x-variable is cut into n.iter intervals with an equal number observations and detrended Owen’s plots
for each interval are plotted. This is a way of highlighting failures of the model within different
ranges of the explanatory variable.

Value
A plot is returned.

Author(s)
Mikis Stasinopoulos, Bob Rigby and Vlassios Voudouris
30 edf

References
Jager, L. and Wellner, J. A (2004) A new goodness of fit test: the reversed Berk-Jones statistic,
http://www.stat.washington.edu/www/research/reports/2004/tr443.pdf.
Owen A. B. (1995) Nonparametric Confidence Bands for a Distribution Function. Journal of the
American Statistical Association Vol. 90, No 430, pp. 516-521.
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, 1-38.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

edf Effective degrees of freedom from gamlss model

Description
The functions edf() and edfAll() can be used to obtained the effective degrees of freedom for
different additive terms for the distribution parameters in a gamlss model.

Usage
edf(obj, what = c("mu", "sigma", "nu", "tau"),
parameter= NULL, print = TRUE, ...)
edfAll(obj, ...)

Arguments
obj A gamlss fitted model
what which of the four parameters mu, sigma, nu or tau.
parameter equivalent to what
print whether to print the label
... for extra arguments
find.hyper 31

Value
The function edfAll() re turns a list of edf for all the fitted parameters. The function edf() a
vector of edf.

Note
The edf given are the ones fitted in the backfitting so the usually contained (depending on the
additive term) the contatnt and the linear part.

Author(s)
Mikis Stasinopoulos <[email protected]>

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

See Also
gamlss

Examples
library(gamlss.data)
data(usair)
m1<- gamlss(y~pb(x1)+pb(x2)+pb(x6), data=usair)
edfAll(m1)
edf(m1)

find.hyper A function to select values of hyper-parameters in a GAMLSS model

Description
This function selects the values of hyper parameters and/or non-linear parameters in a GAMLSS
model. It uses the R function optim which then minimises the generalised Akaike information
criterion (GAIC) with a user defined penalty.
32 find.hyper

Usage
find.hyper(model = NULL, parameters = NULL, other = NULL, k = 2,
steps = c(0.1), lower = -Inf, upper = Inf, method = "L-BFGS-B",
...)

Arguments
model this is a GAMLSS model in quote(). e.g.
quate(gamlss(y~cs(x,df=p[1]),sigma.fo=~cs(x,df=p[2]),data=abdom))
where p[1] and p[2] denote the parameters to be estimated
parameters the starting values in the search of the optimum hyper-parameters and/or non-
linear parameters e.g. parameters=c(3,3)
other this is used to optimise other non-parameters, for example a transformation of
the explanatory variable of the kind xp[3] , others=quote(nx<-x^p[3]) where
nx is now in the model formula
k specifies the penalty in the GAIC, (the default is 2) e.g. k=3
steps the steps taken in the optimisation procedure [see the ndeps option in optim()],
by default is set to 0.1 for all hyper parameters and non-linear parameters
lower the lower permissible level of the parameters i.e. lower=c(1,1) this does not
apply if a method other than the default method "L-BFGS-B" is used
upper the upper permissible level of the parameters i.e. upper=c(30,10), this is not
apply if a method other than the default method "L-BFGS-B" is used
method the method used in optim() to numerically minimise the GAIC over the hyper-
parameters and/or non-linear parameters. By default this is "L-BFGS-B" to al-
low box-restriction on the parameters
... for extra arguments to be passed to the R function optim() used in the optimi-
sation

Details
This historically was an experimental function which worked well for the search of the optimum
degrees of freedom and non-linear parameters (e.g. power parameter λ used to transform x to xλ ).
With the introduction of the P-Spline smoothing function pb() the function find.hyper() became
almost redundant. find.hyper() takes lot longer than pb() to find automatically the hyper param-
eters while both method produce similar results. See below the examples for a small demonstration.

Value
The function turns the same output as the function optim()
par the optimum hyper-parameter values
value the minimised value of the GAIC
counts A two-element integer vector giving the number of calls to ‘fn’ and ‘gr’ respec-
tively
convergence An integer code. ‘0’ indicates successful convergence. see the function optim()
for other errors
find.hyper 33

message A character string giving any additional information returned by the optimiser,
or ‘NULL’

Warning
It may be slow to find the optimum

Author(s)
Mikis Stasinopoulos

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

fitDist Fitting Different Parametric gamlss.family Distributions.

Description
The function fitDist() is using the function gamlssML() to fit all relevant parametric gamlss.family
distributions, specified by the argument type), to a single data vector (with no explanatory vari-
ables). The final marginal distribution is the one selected by the generalised Akaike information
criterion with penalty k. The default is k=2 i.e AIC.
The function fitDistPred() is using the function gamlssMLpred() to fit all relevant (marginal)
parametric gamlss.family distributions to a single data vector (similar to fitDist()) but the final
model is selected by the minimum prediction global deviance. The user has to specify the training
and validation/test samples.
The function chooseDist() is using the function update.gamlss() to fit all relevant parametric
(conditional) gamlss.family distributions to a given fitted gamlss model. The output of the func-
tion is a matrix with rows the different distributions (from the argument type) and columns the
different GAIC’s (). The default argument for k are 2, for AIC, 3.84, for Chi square, and log(n)
for BIC. No final model is given by the function like for example in fitDist(). The function
fitDist 35

getOrder() can be used to rank the columns of the resulting table (matrix). The final model can be
refitted using update(), see the examples.

Usage
fitDist(y, k = 2,
type = c("realAll", "realline", "realplus", "real0to1", "counts", "binom"),
try.gamlss = FALSE, extra = NULL, data = NULL,trace = FALSE, ...)

fitDistPred(y,
type = c("realAll", "realline", "realplus", "real0to1", "counts", "binom"),
try.gamlss = FALSE, extra = NULL, data = NULL, rand = NULL,
newdata = NULL, trace = FALSE, ...)

chooseDist(object, k = c(2, 3.84, round(log(length(object$y)), 2)), type =

c("realAll", "realline", "realplus", "real0to1", "counts", "binom","extra"),
extra = NULL, trace = FALSE,
parallel = c("no", "multicore", "snow"), ncpus = 1L, cl = NULL, ...)

chooseDistPred(object, type = c("realAll", "realline", "realplus",

"real0to1", "counts", "binom", "extra"), extra = NULL,
trace = FALSE, parallel = c("no", "multicore", "snow"),
ncpus = 1L, cl = NULL, newdata = NULL, rand = NULL, ...)

getOrder(obj, column = 1)

Arguments
y the data vector
object, obj a GAMLSS fitted model
k the penalty for the GAIC with default values k=2 the standard AIC. In the case
of the function chooseDist() k can be a vector i.e. k= c(2, 4, 6) so more
than one GAIC are saved.
type the type of distribution to be tried see details
try.gamlss this applies to functions fitDist() and fitDistPred(). It allows if gamlssML()
fail to fit the model to try gamlss instead. This will slow up things for big data.
extra whether extra distributions should be tried, which are not in the type list. Note
that the function chooseDist() allows the fitting of only the ‘extra’ distribu-
tions. This can be achieved if extra is set i.e. extra=c("GA", "IG", "GG")
and type is set to extra i.e. type="extra".
data the data frame where y can be found, only for functions fitDist() and fitDistPred()
rand For fitDistPred() a factor with values 1 (for fitting) and 2 (for predicting).
newdata The prediction data set (validation or test).
trace whether to print during fitting. Note that when parallel is ’multocore’ or
"snow" "trace" is not produce any output.
parallel The type of parallel operation to be used (if any). If missing, the default is "no".
36 fitDist

ncpus integer: number of processes to be used in parallel operation: typically one

would chose this to the number of available CPUs.
cl This is useful for snow clusters, i.e. parallel = "snow", when the clusters are
created in advance. If not supplied, a cluster on the local machine is created for
the duration of the call.
column which column of the output matrix to be ordered according to best GAIC
... for extra arguments to be passed to gamlssML() to gamlss()

Details
The following are the different type argument:
• realAll: All the gamlss.family continuous distributions defined on the real line, i.e. realline
and the real positive line i.e. realplus
• realline: The gamlss.family continuous distributions : "NO", "GU", "RG" ,"LO", "NET",
"TF", "TF2", "PE","PE2", "SN1", "SN2", "exGAUS", "SHASH", "SHASHo","SHASHo2",
"EGB2", "JSU", "JSUo", "SEP1", "SEP2", "SEP3", "SEP4", "ST1", "ST2", "ST3", "ST4",
"ST5", "SST", "GT"
• realplus: The gamlss.family continuous distributions in the positive leal line: "EXP",
"GA","IG","LOGNO", "LOGNO2","WEI", "WEI2", "WEI3", "IGAMMA","PARETO2", "PARETO2o",
"GP", "BCCG", "BCCGo", "exGAUS", "GG", "GIG", "LNO","BCTo", "BCT", "BCPEo",
"BCPE", "GB2"
• real0to1: The gamlss.family continuous distributions from 0 to 1: "BE", "BEo", "BE-
INF0", "BEINF1", "BEOI", "BEZI", "BEINF", "GB1""
• counts: The gamlss.family distributions for counts: "PO", "GEOM", "GEOMo","LG",
"YULE", "ZIPF", "WARING", "GPO", "DPO", "BNB", "NBF","NBI", "NBII", "PIG", "ZIP","ZIP2",
"ZAP", "ZALG", "DEL", "ZAZIPF", "SI", "SICHEL","ZANBI", "ZAPIG", "ZINBI", "ZIPIG",
"ZINBF", "ZABNB", "ZASICHEL", "ZINBF", "ZIBNB", "ZISICHEL"
• binom: The gamlss.family distributions for binomial type data :"BI", "BB", "DB", "ZIBI",
"ZIBB", "ZABI", "ZABB"
The function fitDist() uses the function gamlssML() to fit the different models, the function
fitDistPred() uses gamlssMLpred() and the function chooseDist() used update.gamlss().

Value
For the functions fitDist() and fitDistPred() a gamlssML object is return (the one which min-
imised the GAIC or VDEV respectively) with two extra components:
fits an ordered list according to the GAIC of the fitted distribution
failed the distributions where the gamlssML)() (or gamlss()) fits have failed
For the function chooseDist() a matrix is returned, with rows the different distributions and
columns the different GAIC’s set by k.

Author(s)
Mikis Stasinopoulos <[email protected]>, Bob Rigby, Vlasis Voudouris and
Majid Djennad.
fitDist 37

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

# fitting normal distribution model

m1 <- gamlss(y~pb(x), sigma.fo=~pb(x), family=NO, data=abdom)
# choose a distribution on the real line
# and save GAIC(k=c(2,4,6.4), i.e. AIC, Chi-square and BIC.
t1 <- chooseDist(m1, type="realline", parallel="snow", ncpus=4)
# the GAIC's
t1
# the distributions which failed are with NA's
# ordering according to BIC
getOrder(t1,3)
fm<-update(m1, family=names(getOrder(t1,3)[1]))

## End(Not run)

fitted.gamlss Extract Fitted Values For A GAMLSS Model

Description
fitted.gamlss is the GAMLSS specific method for the generic function fitted which extracts
fitted values for a specified parameter from a GAMLSS objects. fitted.values is an alias for it.
The function fv() is similar to fitted.gamlls() but allows the argument what not to be character

Usage
## S3 method for class 'gamlss'
fitted(object, what = c("mu", "sigma", "nu", "tau"),
parameter= NULL, ...)
fv(obj, what = c("mu", "sigma", "nu", "tau"), parameter= NULL, ... )

Arguments
object a GAMLSS fitted model
obj a GAMLSS fitted model
what which parameter fitted values are required, default what="mu"
parameter equivalent to what
... for extra arguments

Value
Fitted values extracted from the GAMLSS object for the given parameter.

Author(s)
Mikis Stasinopoulos <[email protected]>
fittedPlot 39

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

See Also
print.gamlss, summary.gamlss, fitted.gamlss, coef.gamlss, residuals.gamlss, update.gamlss,
plot.gamlss, deviance.gamlss, formula.gamlss

Examples
data(aids)
h<-gamlss(y~poly(x,3)+qrt, family=PO, data=aids) #
fitted(h)
rm(h)

fittedPlot Plots The Fitted Values of a GAMLSS Model

Description
This function, applicable only to a models with a single explanatory variable, plots the fitted values
for all the parameters of a GAMLSS model against the (one) explanatory variable. It is also useful
for comparing the fits for more than one model.

Usage
fittedPlot(object, ..., x = NULL, color = TRUE, line.type = FALSE, xlab = NULL)

Arguments
object a fitted GAMLSS model object(with only one explanatory variable)
... optionally more fitted GAMLSS model objects
x The unique explanatory variable
color whether the fitted lines plots are shown in colour, color=TRUE (the default) or
not color=FALSE
line.type whether the line type should be different or not. The default is color=FALSE
xlab the x-label
40 formula.gamlss

Value
A plot of the fitted values against the explanatory variable

Author(s)
Mikis Stasinopoulos <[email protected]>, Bob Rigby and Calliope Akantziliotou

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

See Also
gamlss, centiles, centiles.split

Examples
data(abdom)
h1<-gamlss(y~pb(x), sigma.formula=~x, family=BCT, data=abdom)
h2<-gamlss(y~pb(x), sigma.formula=~pb(x), family=BCT, data=abdom)
fittedPlot(h1,h2,x=abdom$x)
rm(h1,h2)

formula.gamlss Extract the Model Formula in a GAMLSS fitted model

Description
formula.gamlss is the GAMLSS specific method for the generic function formula which extracts
the model formula from objects returned by modelling functions.

Usage
## S3 method for class 'gamlss'
formula(x, what = c("mu", "sigma", "nu", "tau"),
parameter= NULL, ... )
gamlss 41

Arguments

x a GAMLSS fitted model

what which parameter coefficient is required, default what="mu"
parameter equivalent to what
... for extra arguments

Value

Returns a model formula

Author(s)

Mikis Stasinopoulos <[email protected]>

References

See Also

gamlss, deviance.gamlss, fitted.gamlss

Examples

data(aids)
h<-gamlss(y~poly(x,3)+qrt, family=PO, data=aids) #
formula(h,"mu")
rm(h)

gamlss Generalized Additive Models for Location Scale and Shape

42 gamlss

Description
Returns an object of class "gamlss", which is a generalized additive model for location scale and
shape (GAMLSS). The function gamlss() is very similar to the gam() function in S-plus (now also
in R in package gam), but can fit more distributions (not only the ones belonging to the exponential
family) and can model all the parameters of the distribution as functions of the explanatory variables
(e.g. using linear, non-linear, smoothing, loess and random effects terms).
This implementation of gamlss() allows modelling of up to four parameters in a distribution family,
which are conventionally called mu, sigma, nu and tau.
The function gamlssNews() shows what is new in the current implementation.

Usage
gamlss(formula = formula(data), sigma.formula = ~1,
nu.formula = ~1, tau.formula = ~1, family = NO(),
data = sys.parent(), weights = NULL,
contrasts = NULL, method = RS(), start.from = NULL,
mu.start = NULL, sigma.start = NULL,
nu.start = NULL, tau.start = NULL,
mu.fix = FALSE, sigma.fix = FALSE, nu.fix = FALSE,
tau.fix = FALSE, control = gamlss.control(...),
i.control = glim.control(...), ...)
is.gamlss(x)
gamlssNews()

Arguments
formula a formula object, with the response on the left of an ~ operator, and the terms,
separated by + operators, on the right. Nonparametric smoothing terms are in-
dicated by pb() for penalised beta splines, cs for smoothing splines, lo for loess
smooth terms and random or ra for random terms, e.g. y~cs(x,df=5)+x1+x2*x3.
Additional smoothers can be added by creating the appropriate interface. Inter-
actions with nonparametric smooth terms are not fully supported, but will not
produce errors; they will simply produce the usual parametric interaction
sigma.formula a formula object for fitting a model to the sigma parameter, as in the formula
above, e.g. sigma.formula=~cs(x,df=5). It can be abbreviated to sigma.fo=~cs(x,df=5).
nu.formula a formula object for fitting a model to the nu parameter, e.g. nu.fo=~x
tau.formula a formula object for fitting a model to the tau parameter, e.g. tau.fo=~cs(x,df=2)
family a gamlss.family object, which is used to define the distribution and the link
functions of the various parameters. The distribution families supported by
gamlss() can be found in gamlss.family. Functions such as BI() (binomial)
produce a family object. Also can be given without the parentheses i.e. BI.
Family functions can take arguments, as in BI(mu.link=probit)
data a data frame containing the variables occurring in the formula. If this is missing,
the variables should be on the search list. e.g. data=aids
weights a vector of weights. Note that this is not the same as in the glm() or gam()
function. Here weights can be used to weight out observations (like in subset)
gamlss 43

or for a weighted likelihood analysis where the contribution of the observations

to the likelihood differs according to weights. The length of weights must be
the same as the number of observations in the data. By default, the weight is set
to one. To set weights to vector w use weights=w
contrasts list of contrasts to be used for some or all of the factors appearing as variables in
the model formula. The names of the list should be the names of the correspond-
ing variables. The elements should either be contrast-type matrices (matrices
with as many rows as levels of the factor and with columns linearly independent
of each other and of a column of ones), or else they should be functions that
compute such contrast matrices.
method the current algorithms for GAMLSS are RS(), CG() and mixed(). i.e. method=RS()
will use the Rigby and Stasinopoulos algorithm, method=CG() will use the Cole
and Green algorithm and mixed(2,10) will use the RS algorithm twice before
switching to the Cole and Green algorithm for up to 10 extra iterations
start.from a fitted GAMLSS model which the fitted values will be used as staring values
for the current model
mu.start vector or scalar of initial values for the location parameter mu e.g. mu.start=4
sigma.start vector or scalar of initial values for the scale parameter sigma e.g. sigma.start=1
nu.start vector or scalar of initial values for the parameter nu e.g. nu.start=3
tau.start vector or scalar of initial values for the location parameter tau e.g. tau.start=2
mu.fix whether the mu parameter should be kept fixed in the fitting processes e.g.
mu.fix=FALSE
sigma.fix whether the sigma parameter should be kept fixed in the fitting processes e.g.
sigma.fix=FALSE
nu.fix whether the nu parameter should be kept fixed in the fitting processes e.g. nu.fix=FALSE
tau.fix whether the tau parameter should be kept fixed in the fitting processes e.g.
tau.fix=FALSE
control this sets the control parameters of the outer iterations algorithm. The default
setting is the gamlss.control function
i.control this sets the control parameters of the inner iterations of the RS algorithm. The
default setting is the glim.control function
... for extra arguments
x an object

Details
The Generalized Additive Model for Location, Scale and Shape is a general class of statistical mod-
els for a univariate response variable. The model assumes independent observations of the response
variable y given the parameters, the explanatory variables and the values of the random effects. The
distribution for the response variable in the GAMLSS can be selected from a very general fam-
ily of distributions including highly skew and/or kurtotic continuous and discrete distributions, see
gamlss.family. The systematic part of the model is expanded to allow modelling not only of the
mean (or location) parameter, but also of the other parameters of the distribution of y, as linear
44 gamlss

parametric and/or additive nonparametric (smooth) functions of explanatory variables and/or ran-
dom effects terms. Maximum (penalized) likelihood estimation is used to fit the (non)parametric
models. A Newton-Raphson/Fisher scoring algorithm is used to maximize the (penalized) likeli-
hood. The additive terms in the model are fitted using a backfitting algorithm.
is.gamlss is a short version is is(object,"gamlss")

Value
Returns a gamlss object with components

family the distribution family of the gamlss object (see gamlss.family)

parameters the name of the fitted parameters i.e. mu, sigma, nu, tau
call the call of the gamlss function
y the response variable
control the gamlss fit control settings
weights the vector of weights
G.deviance the global deviance
N the number of observations in the fit
rqres a function to calculate the normalized (randomized) quantile residuals of the
object
iter the number of external iterations in the fitting process
type the type of the distribution or the response variable (continuous or discrete)
method which algorithm is used for the fit, RS(), CG() or mixed()
converged whether the model fitting has have converged
residuals the normalized (randomized) quantile residuals of the model
mu.fv the fitted values of the mu model, also sigma.fv, nu.fv, tau.fv for the other pa-
rameters if present
mu.lp the linear predictor of the mu model, also sigma.lp, nu.lp, tau.lp for the other
parameters if present
mu.wv the working variable of the mu model, also sigma.wv, nu.wv, tau.wv for the
other parameters if present
mu.wt the working weights of the mu model, also sigma.wt, nu.wt, tau.wt for the other
parameters if present
mu.link the link function for the mu model, also sigma.link, nu.link, tau.link for the other
parameters if present
mu.terms the terms for the mu model, also sigma.terms, nu.terms, tau.terms for the other
parameters if present
mu.x the design matrix for the mu, also sigma.x, nu.x, tau.x for the other parameters
if present
mu.qr the QR decomposition of the mu model, also sigma.qr, nu.qr, tau.qr for the other
parameters if present
gamlss 45

mu.coefficients
the linear coefficients of the mu model, also sigma.coefficients, nu.coefficients,
tau.coefficients for the other parameters if present
mu.formula the formula for the mu model, also sigma.formula, nu.formula, tau.formula for
the other parameters if present
mu.df the mu degrees of freedom also sigma.df, nu.df, tau.df for the other parameters
if present
mu.nl.df the non linear degrees of freedom, also sigma.nl.df, nu.nl.df, tau.nl.df for the
other parameters if present
df.fit the total degrees of freedom use by the model
df.residual the residual degrees of freedom left after the model is fitted
aic the Akaike information criterion
sbc the Bayesian information criterion

Warning

Respect the parameter hierarchy when you are fitting a model. For example a good model for mu
should be fitted before a model for sigma is fitted

Note

The following generic functions can be used with a GAMLSS object: print, summary, fitted,
coef, residuals, update, plot, deviance, formula

Author(s)

Mikis Stasinopoulos <[email protected]>, Bob Rigby, Calliope Akantziliotou

and Vlasios Voudouris <[email protected]>>

References

See Also

gamlss.family, pdf.plot, find.hyper

46 gamlss.control

Examples

data(abdom)
mod<-gamlss(y~pb(x),sigma.fo=~pb(x),family=BCT, data=abdom, method=mixed(1,20))
plot(mod)
rm(mod)

gamlss.control Auxiliary for Controlling GAMLSS Fitting

Description
Auxiliary function as user interface for gamlss fitting. Typically only used when calling gamlss
function with the option control.

Usage
gamlss.control(c.crit = 0.001, n.cyc = 20, mu.step = 1, sigma.step = 1, nu.step = 1,
tau.step = 1, gd.tol = Inf, iter = 0, trace = TRUE, autostep = TRUE,
save = TRUE, ...)

Arguments
c.crit the convergence criterion for the algorithm
n.cyc the number of cycles of the algorithm
mu.step the step length for the parameter mu
sigma.step the step length for the parameter sigma
nu.step the step length for the parameter nu
tau.step the step length for the parameter tau
gd.tol global deviance tolerance level (set more recently to Inf to allow the algorithm to
conversed even if the global deviance change dramatically during the iterations)
iter starting value for the number of iterations, typically set to 0 unless the function
refit is used
trace whether to print at each iteration (TRUE) or not (FALSE)
autostep whether the steps should be halved automatically if the new global deviance is
greater that the old one, the default is autostep=TRUE
save save=TRUE, (the default), saves all the information on exit. save=FALSE saves
only limited information as the global deviance and AIC. For example fitted
values, design matrices and additive terms are not saved. The latest is useful
when gamlss() is called several times within a procedure.
... for extra arguments
gamlss.control 47

Details

The step length for each of the parameters mu, sigma, nu or tau is very useful to aid convergence
if the parameter has a fully parametric model. However using a step length is not theoretically
justified if the model for the parameter includes one or more smoothing terms, (even thought it may
give a very approximate result).
The c.crit can be increased to speed up the convergence especially for a large set of data which
takes longer to fit. When ‘trace’ is TRUE, calls to the function cat produce the output for each
outer iteration.

Value

A list with the arguments as components.

Author(s)

Mikis Stasinopoulos <[email protected]>, Bob Rigby

References

See Also

gamlss

Examples

data(aids)
h<-gamlss(y~poly(x,3)+qrt, family=PO, data=aids) #
con<-gamlss.control(mu.step=0.1)
h<-gamlss(y~poly(x,3)+qrt, family=PO, data=aids, control=con) #
rm(h,con)
48 gamlss.cs

gamlss.cs Support for Function cs() and scs()

Description
This is support for the functions cs(), and scs(). It is not intended to be called directly by users. The
function gamlss.cs is using the R function smooth.spline

Usage
gamlss.cs(x, y, w, df = NULL, spar = NULL, xeval = NULL, ...)

Arguments
x the design matrix
y the response variable
w prior weights
df effective degrees of freedom
spar spar the smoothing parameter
xeval used in prediction
... for extra arguments

Value
Returns a class "smooth.spline" object with

residuals The residuals of the fit

fitted.values The smoothing values
var the variance for the fitted smoother
lambda the final value for spar
nl.df the smoothing degrees of freedom excluding the constant and linear terms, i.e.
(df-2)
coefSmo this is a list containing among others the knots and the coefficients

Author(s)
Mikis Stasinopoulos <[email protected]>, Bob Rigby

gamlss.fp Support for Function fp()

Description

Those are support for the functions fp() and pp. It is not intended to be called directly by users.

Usage

gamlss.fp(x, y, w, npoly = 2, xeval = NULL)

gamlss.pp(x, y, w)

Arguments

x the x for function gamlss.fp is referred to the design matric of the specific
parameter model (not to be used by the user)
y the y for function gamlss.fp is referred to the working variable of the specific
parameter model (not to be used by the user)
w the w for function gamlss.fp is referred to the iterative weight variable of the
specific parameter model (not to be used by the user)
npoly a positive indicating how many fractional polynomials should be considered in
the fit. Can take the values 1, 2 or 3 with 2 as default
xeval used in prediction

Value

Returns a list with

fitted.values fitted
residuals residuals
var
nl.df the trace of the smoothing matrix
lambda the value of the smoothing parameter
coefSmo the coefficients from the smoothing fit
varcoeff the variance of the coefficients

Author(s)

Mikis Stasinopoulos <[email protected]>, Bob Rigby

50 gamlss.lo

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

gamlss.lo Support for Function lo()

Description
This is support for the loess function lo(). It is not intended to be called directly by users. The
function gamlss.lo is calling the R function loess.

Usage
gamlss.lo(x, y, w, xeval = NULL, ...)

Arguments
x the design matrix
y the response variable
w prior weights
xeval used in prediction
... further arguments passed to or from other methods.

Value
Returns an object

fitted the smooth values

residuals the residuals
var the variance of the smoother
nl.df the non-linear degrees of freedom
coefSmo with value NULL
lambda the value of span
gamlss.ps 51

Author(s)
Mikis Stasinopoulos based on Brian Ripley implementation of loess function in R

gamlss.ps Support for Functions for smoothers

Description
Those functions are support for the functions pb(), pbo(), ps(), ridge(), ri(), cy(), pvc(), and
pbm(). The functions are not intended to be called directly by users.

Usage
gamlss.pb(x, y, w, xeval = NULL, ...)
gamlss.pbo(x, y, w, xeval = NULL, ...)
gamlss.ps(x, y, w, xeval = NULL, ...)
gamlss.ri(x, y, w, xeval = NULL, ...)
gamlss.cy(x, y, w, xeval = NULL, ...)
gamlss.pvc(x, y, w, xeval = NULL, ...)
gamlss.pbm(x, y, w, xeval = NULL, ...)
gamlss.pbz(x, y, w, xeval = NULL, ...)
gamlss.pbc(x, y, w, xeval = NULL, ...)
gamlss.pbp(x, y, w, xeval = NULL, ...)

Arguments
x the x for function gamlss.fp is referred to the design matric of the specific
parameter model (not to be used by the user)
y the y for function gamlss.fp is referred to the working variable of the specific
parameter model (not to be used by the user)
w the w for function gamlss.fp is referred to the iterative weight variable of the
specific parameter model (not to be used by the user)
xeval used in prediction
... further arguments passed to or from other methods.

Value
All function return fitted smoothers.

Author(s)
Mikis Stasinopoulos <[email protected]>, Bob Rigby
52 gamlss.random

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

See Also
gamlss, pb, ps, ri,ridge,cy,pvc,pbm

gamlss.random Support for Functions random() and re()

Description
This is support for the functions random() and re() respectively. It is not intended to be called
directly by users. .

Usage
gamlss.random(x, y, w)
gamlss.re(x, y, w, xeval = NULL, ...)

Arguments
x the explanatory design matrix
y the response variable
w iterative weights
xeval it used internaly for prediction
... for extra arguments

Value
Returns a list with

y the fitted values

residuals the residuals
var the variance of the fitted values
lambda the final lambda, the smoothing parameter
coefSmo with value NULL
gamlss.scope 53

Author(s)
Mikis Stasinopoulos, based on Trevor Hastie function gam.random

gamlss.scope Generate a Scope Argument for Stepwise GAMLSS

Description
Generates a scope argument for a stepwise GAMLSS.

Usage
gamlss.scope(frame, response = 1, smoother = "cs", arg = NULL, form = TRUE)

Arguments
frame a data or model frame
response which variable is the response; the default is the first
smoother what smoother to use; default is cs
arg any additional arguments required by the smoother
form should a formula be returned (default), or else a character version of the formula

Details
Each formula describes an ordered regimen of terms, each of which is eligible on their own for
inclusion in the gam model. One of the terms is selected from each formula by step.gam. If a 1 is
selected, that term is omitted.
54 gamlssML

Value
a list of formulas is returned, one for each column in frame (excluding the response). For a numeric
variable, say x1, the formula is
~ 1 + x1 + cs(x1)
If x1 is a factor, the last smooth term is omitted.

Author(s)
Mikis Stasinopoulos: a modified function from Statistical Models in S

gamlssML Maximum Likelihood estimation of a simple GAMLSS model

Description
The function gamlssML() fits a gamlss.family distribution to single data set using a non linear
maximisation algorithm in R. This is relevant only when explanatory variables do not exist.
The function gamlssMLpred() is similar to gamlssML() but it saves the predictive global deviance
for the newdata. The newdata in gamlssMLpred() can be given with the arguments newdata or
defining the factor rand. rand should be a binary factor rand splitting the original data set into a
training set (value 1) and a validation/test set (values 2), see also gamlssVGD
gamlssML 55

Usage

gamlssML(formula, family = NO, weights = NULL, mu.start = NULL,

sigma.start = NULL, nu.start = NULL, tau.start = NULL,
mu.fix = FALSE, sigma.fix = FALSE, nu.fix = FALSE,
tau.fix = FALSE, data = sys.parent(), start.from = NULL, ...)

gamlssMLpred(response = NULL, data = NULL, family = NO,

rand = NULL, newdata = NULL, ...)

Arguments
formula, response
a vector of data requiring the fit of a gamlss.family distribution or (only for the
function gamlssML) a formula, for example, y~1, with no explanatory variables
because they are ignored).
family gamlss.family object, which is used to define the distribution and the link
functions of the various parameters. The distribution families supported by
gamlssML() can be found in gamlss.family
weights a vector of weights. Here weights can be used to weight out observations (like in
subset) or for a weighted likelihood analysis where the contribution of the ob-
servations to the likelihood differs according to weights. The length of weights
must be the same as the number of observations in the data. By default, the
weight is set to one. To set weights to vector say w use weights=w
mu.start a scalar of initial values for the location parameter mu e.g. mu.start=4
sigma.start a scalar of initial values for the scale parameter sigma e.g. sigma.start=1
nu.start scalar of initial values for the parameter nu e.g. nu.start=3
tau.start scalar of initial values for the parameter tau e.g. tau.start=3
mu.fix whether the mu parameter should be kept fixed in the fitting processes e.g.
mu.fix=FALSE
sigma.fix whether the sigma parameter should be kept fixed in the fitting processes e.g.
sigma.fix=FALSE
nu.fix whether the nu parameter should be kept fixed in the fitting processes e.g. nu.fix=FALSE
tau.fix whether the tau parameter should be kept fixed in the fitting processes e.g.
tau.fix=FALSE
data a data frame containing the variable y. If this is missing, the variable should be
on the search list. e.g. data=aids
start.from a gamlss object to start from the fitting or vector of length as many parameters
in the distribution
rand For gamlssMLpred() a factor with values 1 (for fitting) and 2 (for predicting).
newdata The prediction data set (validation or test).
... for extra arguments
56 gamlssML

Details
The function gamlssML() fits a gamlss.family distribution to a single data set is using a non linear
maximisation. in fact it uses the internal function MLE() which is a copy of the mle() function
of package stat4. The function gamlssML() could be for large data faster than the equivalent
gamlss() function which is designed for regression type of models.
The function gamlssMLpred() uses the functionfunction gamlssML() to fit the model but then uses
predict.gamlssML() to predict for newdata and saves the the prediction i) deviance increments,
ii) global deviance iii) residuals.

Value
Returns a gamlssML object which behaves like a gamlss fitted objected

Author(s)
Mikis Stasinopoulos <[email protected]>, Bob Rigby, Vlasis Voudouris and
Majid Djennad

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

m1 <- gamlssML(aep$y, family=BB) # ok

m2 <- gamlssML(y, data=aep, family=BB) # ok
m3 <- gamlssML(y~1, data=aep, family=BB) # ok
m4 <- gamlssML(aep$y~1, family=BB) # ok
AIC(m1,m2,m3,m4)
## Not run:
#-----------------------------------------------------------
# neg. binomial n=10000
y<- rNBI(10000)
rand <- sample(2, length(y), replace=TRUE, prob=c(0.6,0.4))
table(rand)
Y <- subset(y, rand==1)
YVal <- subset(y, rand==2)
length(Y)
length(YVal)
da1 <- data.frame(y=y)
dim(da1)
da2 <- data.frame(y=Y)
dim(da2)
danew <- data.frame(y=YVal)
# using gamlssVGD to fit the models
g1 <- gamlssVGD(y~1, rand=rand, family=NBI, data=da1)
g2 <- gamlssVGD(y~1, family=NBI, data=da2, newdata=dan)
AIC(g1,g2)
VGD(g1,g2)
# using gamlssMLpred to fit the models
p1 <- gamlssMLpred(y, rand=rand, family=NBI)
p2 <- gamlssMLpred(Y, family=NBI, newdata=YVal)
# AIC and VGD should produce identical results
AIC(p1,p2,g1,g2)
VGD(p1,p2, g1,g2)
# the fitted residuals
wp(p1, ylim.all=1)
# the prediction residuals
wp(resid=p1$residVal, ylim.all=.5)
#-------------------------------------------------------------
# chossing between distributions
p2<-gamlssMLpred(y, rand=rand, family=PO)
p3<-gamlssMLpred(y, rand=rand, family=PIG)
p4<-gamlssMLpred(y, rand=rand, family=BNB)
AIC(p1, p2, p3, p4)
VGD(p1, p2, p3, p4)
#--------------------------------------------------

## End(Not run)

gamlssVGD A Set of Functions for selecting Models using Validation or Test Data
Sets and Cross Validation
58 gamlssVGD

Description
This is a set of function useful for selecting appropriate models.
The functions gamlssVGD, VGD, getTGD, TGD can be used when a subset of the data is used for
validation or testing.
The function stepVGD() is a stepwise procedure for selecting an appropriate model for any of the
parameters of the model minimising the test global deviance. The function stepVGDAll.A() can
select a model using strategy A for all the parameters.
The functions gamlssCV, CV can be used for a k-fold cross validation.

Usage
gamlssVGD(formula = NULL, sigma.formula = ~1, nu.formula = ~1,
tau.formula = ~1, data = NULL, family = NO,
control = gamlss.control(trace = FALSE),
rand = NULL, newdata = NULL, ...)

VGD(object, ...)

getTGD(object, newdata = NULL, ...)

TGD(object, ...)

gamlssCV(formula = NULL, sigma.formula = ~1, nu.formula = ~1,

tau.formula = ~1, data = NULL, family = NO,
control = gamlss.control(trace = FALSE),
K.fold = 10, set.seed = 123, rand = NULL,
parallel = c("no", "multicore", "snow"),
ncpus = 1L, cl = NULL, ...)

CV(object, ...)

drop1TGD(object, scope, newdata, parameter = c("mu", "sigma", "nu", "tau"),

sorted = FALSE, trace = FALSE,
parallel = c("no", "multicore", "snow"),
ncpus = 1L, cl = NULL, ...)

add1TGD(object, scope, newdata, parameter = c("mu", "sigma", "nu", "tau"),

sorted = FALSE, trace = FALSE,
parallel = c("no", "multicore", "snow"),
ncpus = 1L, cl = NULL, ...)

stepTGD(object, scope, newdata,

direction = c("both", "backward", "forward"),
trace = TRUE, keep = NULL, steps = 1000,
parameter = c("mu", "sigma", "nu", "tau"),
parallel = c("no", "multicore", "snow"),
ncpus = 1L, cl = NULL, ...)
gamlssVGD 59

stepTGDAll.A(object, scope = NULL, newdata = NULL,

steps = 1000, sigma.scope = NULL, nu.scope = NULL,
tau.scope = NULL, mu.try = TRUE, sigma.try = TRUE,
nu.try = TRUE, tau.try = TRUE,
parallel = c("no", "multicore", "snow"),
ncpus = 1L, cl = NULL, ...)

Arguments
formula A gamlss mu formula.
sigma.formula Formula for sigma.
nu.formula Formula for nu.
tau.formula Formula for tau.
data The data frame required for the fit.
family The gamlss.family distribution.
control The control for fitting the gamlss model.
rand For gamlssVGD a variable with values 1 (for fitting) and 2 (for predicting). For
gamlssCV a variable with k values indicating the cross validation sets.
newdata The new data set (validation or test) for prediction.
object A relevant R object.
scope defines the range of models examined in the stepwise selection similar to stepGAIC()
where you can see examples
sigma.scope defines the range of models examined in the stepwise selection for sigma
nu.scope defines the range of models examined in the stepwise selection for nu
tau.scope defines the range of models examined in the stepwise selection for tau
mu.try whether should try fitting models for mu
sigma.try whether should try fitting models for sigma
nu.try whether should try fitting models for nu
tau.try whether should try fitting models for tau
parameter which distribution parameter is required, default what="mu"
sorted should the results be sorted on the value of TGD
trace f TRUE additional information may be given on the fits as they are tried.
direction The mode of stepwise search, can be one of both, backward, or forward, with
a default of both. If the scope argument is missing the default for direction is
backward
keep see stepGAIC() for explanation
steps the maximum number of steps to be considered. The default is 1000.
K.fold the number of subsets of the data used
set.seed the seed to be used in creating rand
60 gamlssVGD

parallel The type of parallel operation to be used (if any). If missing, the default is "no".
ncpus integer: number of processes to be used in parallel operation: typically one
would chose this to the number of available CPUs.
cl An optional parallel or snow cluster for use if parallel = "snow". If not
supplied, a cluster on the local machine is created for the duration of the call.
... further arguments to be pass in the gamlss fit

Details
The function gamlssVGD() fits a gamlss model to the training data set determined by the arguments
rand or newdata. The results is a gamlssVGD objects which contains the gamlss fit to the training
data plus three extra components: i) VGD the global deviance applied to the validation data sets. ii)
predictError which is VGD divided with the number of observations in the validation data set and
iii) residVal the residuals for the validation data set.
The function VGD() extract the validated global deviance from one or more fitted gamlssVGD objects
and can be used foe model comparison.
The function getTGD() operates different from the function gamlssVGD(). It assumes that the users
already have fitted models using gamlss() and now he/she wants to evaluate the global deviance at
a new (validation or test) data set.
The function TGD() extract the validated/test global deviance from one or more fitted gamlssTGD
objects and can be use to compare models.
The gamlssCV() performs a k-fold cross validation on a gamlss models.
The function CV() extract the cross validated global deviance from one or more fitted gamlssCV
objects and can be use to compare models.
The functions add1TGD(), drop1TGD() and stepTGD behave similar to add1(), drop1() and stepGAIC()
functions respectively but they used validation or test deviance as the selection criterion rather than
the GAIC.

Value
A fitted models of a set of global deviances.

Author(s)
Mikis Stasinopoulos

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC. (see also http://www.
gamlss.org/).
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.

system.time(g21 <- gamlssCV(y~pb(x,df=2), sigma.formula=~pb(x,df=1), data=abdom,

family=NO, rand=rand1,parallel = "no", ncpus = nC ))

system.time(g22 <- gamlssCV(y~pb(x,df=2), sigma.formula=~pb(x,df=1), data=abdom,

family=LO, rand=rand1,parallel = "multicore", ncpus = nC ))

system.time(g23 <- gamlssCV(y~pb(x,df=2), sigma.formula=~pb(x,df=1), data=abdom,

family=TF, rand=rand1,parallel = "snow", ncpus = nC ))

CV(g21,g22,g23)
#-------------------------------------------------------------------------------
# functions add1TGD() drop1TGD() and stepTGD()
#-------------------------------------------------------------------------------
# the data
data(rent)
rand <- sample(2, dim(rent)[1], replace=TRUE, prob=c(0.6,0.4))
# the proportions in the sample
table(rand)/dim(rent)[1]
oldrent<-rent[rand==1,] # training set
newrent<-rent[rand==2,] # validation set

# null model
v0 <- gamlss(R~1, data=oldrent, family=GA)
# complete model
v1 <- gamlss(R~pb(Fl)+pb(A)+H+loc, sigma.fo=~pb(Fl)+pb(A)+H+loc,
data=oldrent, family=GA)

# drop1TGDP
system.time(v3<- drop1TGD(v1, newdata=newrent, parallel="no"))
system.time(v4<- drop1TGD(v1, newdata=newrent, parallel="multicore",
ncpus=nC) )
system.time(v5<- drop1TGD(v1, newdata=newrent, parallel="snow", ncpus=nC))
gen.likelihood 63

cbind(v3,v4,v5)

# add1TGDP
system.time(d3<- add1TGD(v0,scope=~pb(Fl)+pb(A)+H+loc, newdata=newrent,
parallel="no"))
system.time(d4<- add1TGD(v0,scope=~pb(Fl)+pb(A)+H+loc, newdata=newrent,
parallel="multicore", ncpus=nC) )
system.time(d5<- add1TGD(v0, scope=~pb(Fl)+pb(A)+H+loc,newdata=newrent,
parallel="snow", ncpus=nC))

# stepTGD
system.time(d6<- stepTGD(v0, scope=~pb(Fl)+pb(A)+H+loc,newdata=newrent))
system.time(d7<- stepTGD(v0, scope=~pb(Fl)+pb(A)+H+loc,newdata=newrent,
parallel="multicore", ncpus=nC))
system.time(d8<- stepTGD(v0, scope=~pb(Fl)+pb(A)+H+loc,newdata=newrent,
parallel="snow", ncpus=nC))

## End(Not run)

gen.likelihood A function to generate the likelihood function from a GAMLSS object

Description
This function generate a function with argument the parameters of the GAMLSS model which can
evaluate the log-likelihood function.

Usage
gen.likelihood(object)

Arguments
object A gamlss fitted model

Details
The purpose of this function is to help the function vcov() to get he right Hessian matrix after a
model has fitted. Note that at the momment smoothing terms are consideted as fixed.

Value
A function of the log-likelihood

Author(s)
Mikis Stasinopoulos <[email protected]> Bob Rigby and Vlasios Voudouris
64 getPEF

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

getPEF Getting the partial effect function from a continuous term in a

GAMLSS model

Description
This function can be used to calculate the partial effect and the elasticity of a continuous explanatory
variable x.
By ‘partial effect’ function we mean how x is influence the parameter of interest given that the rest
of explanatory terms for this parameter are on (specified) fixed values.
The function takes a GAMLSS object and for the range of the continuous variable x, (by fixing
the rest of the explanatory terms at specified values), calculates the effect that x has on the specific
distribution parameter (or its predictor). The resulting function shows the effect that x has on
the distribution parameter. The partial effect function which is calculated on a finite grit is then
approximated using the splinefun() in R and its is saved.
The saved function can be used to calculate the elasticity of x. The elasticity is the first derivative
of the partial effect function and shows the chance of the parameter of interest for a small change in
in x, by fixing the rest of the explanatory variables at specified values.

Usage
getPEF(obj = NULL, term = NULL, data = NULL, n.points = 100,
parameter = c("mu", "sigma", "nu", "tau"),
type = c("response", "link"), how = c("median", "last"),
fixed.at = list(), plot = FALSE)
getPEF 65

Arguments
obj A gamlss object
term the continuous explanatory variable
data the data.frame (not needed if is declared on obj)
n.points the number of points in which the influence function for x need to be evaluated
parameter which distribution parameter
type whether against the parameter, "response", or the predictor "link"
how whether for continuous variables should use the median or the last observation
in the data
fixed.at a list indicating at which values the rest of the explanatory terms should be fixed
plot whether to the plot the influence function and its first derivatives

Value
A function is created which can be used to evaluate the partial effect function at different values of
x.

Author(s)
Mikis Stasinopoulos, Vlasios Voudouris, Daniil Kiose

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Rigby, R. and Stasinopoulos, D. M (2013) Automatic smoothing parameter selection in GAMLSS
with an application to centile estimation, Statistical methods in medical research.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

See Also
gamlss

Examples
m1 <- gamlss(R~pb(Fl)+pb(A), data=rent, family=GA)
# getting the Partial Efect function
pef <- getPEF(obj=m1,term="A", plot=TRUE)
# the value at 1980
pef(1980)
# the first derivative at 1980
66 getQuantile

pef(1980, deriv=1)
# the second derivative at 1980
pef(1980, deriv=2)
# plotting the first derivative
curve(pef(x, deriv=1), 1900,2000)

getQuantile Getting the partial quantile function for a term

Description
This function can be used to calculate the partial effect that an explanatory variable has on a specific
quantile.
By ‘partial effect’ function we mean how the term influence the quantile given that the rest of
explanatory terms are constant.
The function takes a GAMLSS object and for the range of a specified explanatory (by fixing the
rest of the terms at specified values), calculates the effect that this term has on the a quantile of the
distribution. That is, it shows the effect that the particular term has on the quantile. The ‘partial’
quantile is calculated on a finite grid of values and then the function is approximated (using the
splinefun()) and saved.
The saved function can be used to calculate the first derivative. This first derivatives shows the
chance of the quantile function for a small change in the explanatory variable, by fixing the rest of
the explanatory variables at a constant values.

Usage
getQuantile(obj = NULL, term = NULL, quantile = 0.9, data = NULL,
n.points = 100, how = c("median", "last"),
fixed.at = list(), plot = FALSE)

Arguments
obj A gamlss object
term an explanatory variable (at the moment works with with continuous)
quantile the required quantile of the distribution
data the data.frame (not needed if is declared on obj)
n.points the number of points in which the quantile function needs evaluation
how whether for extra continuous explanatory variables should fixed at the median
or the last observation in the data
fixed.at a list indicating at which values the rest of the explanatory terms should be fixed
plot whether to the plot the partial quantile function and its first derivatives
getQuantile 67

Details
The function getQuantile() relies on the predictAll() function to evaluate the distribution pa-
rameters at a grid (default 100 points) of the specified term (given that the the rest of the terms are
fixed). Then the inverse cdf is used to calculate the partial quantile. The function then is approxi-
mated using splinefun()) and saved.

Value
A function is created which can be used to evaluate the partial effect of the explanatory variable on
a specified quantile.

Author(s)
Mikis Stasinopoulos

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

# plotting at values Fl=60, B=1, and loc=1.

for (i in c(.05, 0.25, 0.5, 0.75, 0.95))
{
Qua <- getQuantile(m1, quantile=i,term="A",
fixed.at=list(Fl=60, B=1, loc=1))
curve(Qua, 1900, 1985, lwd=1, lty=2, col="red", add=T)
}
# plotting at Fl=60, B=1 and loc=1.
for (i in c(.05, 0.25, 0.5, 0.75, 0.95))
{
Qua <- getQuantile(m1, quantile=i,term="A",
fixed.at=list(Fl=120, B=0, loc=3))
curve(Qua, 1900, 1985, lwd=1, lty=3, col="blue", add=T)
}

## End(Not run)

getSmo Extracting Smoother information from a GAMLSS fitted object

Description
The function getSmo() extracts information from a fitted smoothing additive term.

Usage
getSmo(object, what = c("mu", "sigma", "nu", "tau"),
parameter= NULL, which = 1)

Arguments
object a GAMLSS fitted model
what which distribution parameter is required, default what="mu"
parameter equivalent to what
which which smoothing term i.e. 1, 2 etc. Note that 0 means all.

Details
This function facilitates the extraction of information from a fitted additive terms. For example
getSmo(m1,"sigma",2) is equivalent of m1$sigma.coefSmo[[2]]. To get the actual fitted values
type m1$sigma.s[[2]]

Value
A list containing information about a fitted smoother or a fitted objects
glim.control 69

Author(s)
Mikis Stasinopoulos and Bob Rigby

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

Examples
data(usair)
t1<-gamlss(y~x1+pb(x5)+pb(x6), data=usair, family=GA)
# get the value for lambda for the second fitted term in mu
getSmo(t1, parameter="mu", 2)$lambda

glim.control Auxiliary for Controlling the inner algorithm in a GAMLSS Fitting

Description
Auxiliary function used for the inner iteration of gamlss algorithm. Typically only used when
calling gamlss function through the option i.control.

Usage
glim.control(cc = 0.001, cyc = 50, glm.trace = FALSE,
bf.cyc = 30, bf.tol = 0.001, bf.trace = FALSE,
...)

Arguments
cc the convergence criterion for the algorithm
cyc the number of cycles of the algorithm
glm.trace whether to print at each iteration (TRUE) or not (FALSE)
bf.cyc the number of cycles of the backfitting algorithm
bf.tol the convergence criterion (tolerance level) for the backfitting algorithm
bf.trace whether to print at each iteration (TRUE) or not (FALSE, the default)
... for extra arguments
70 histDist

Value
A list with the arguments as components

Author(s)
Mikis Stasinopoulos <[email protected]>, Bob Rigby

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape, (with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

See Also
gamlss

Examples
data(aids)
con<-glim.control(glm.trace=TRUE)
h<-gamlss(y~poly(x,3)+qrt, family=PO, data=aids, i.control=con) #
rm(h,con)

histDist This function plots the histogram and a fitted (GAMLSS family) distri-
bution to a variable

Description
This function fits constants to the parameters of a GAMLSS family distribution and them plot the
histogram and the fitted distribution.

Usage
histDist(y, family = NO, freq = NULL, density = FALSE,
nbins = 10, xlim = NULL, ylim = NULL, main = NULL,
xlab = NULL, ylab = NULL, data = NULL,
col.hist = "gray", border.hist = "blue",
fg.hist = rainbow(12)[9], line.wd = 2,
line.ty = c(1, 2), line.col = c(2, 3),
histDist 71

col.main = "blue4", col.lab = "blue4",

col.axis = "blue", ...)

Arguments
y a vector for the response variable
family a gamlss.family distribution
freq the frequencies of the data in y if exist. freq is used as weights in the gamlss
fit
density default value is FALSE. Change to TRUE if you would like a non-parametric
density plot together with the parametric fitted distribution plot (for continuous
variable only)
nbins The suggested number of bins (argument passed to truehist() of package
MASS). Either a positive integer, or a character string naming a rule: "Scott"
or "Freedman-Diaconis" or "FD". (Case is ignored.)
xlim the minimum and the maximum x-axis value (if the default values are out of
range)
ylim the minimum and the maximum y-axis value (if the default values are out of
range)
main the main title for the plot
xlab the label in the x-axis
ylab the label in the y-axis
data the data.frame
col.hist the colour of the histogram or barplot
border.hist the colour of the border of the histogram or barplot
fg.hist the colour of axis in the histogram or barplot
line.wd the line width of the fitted distribution
line.ty the line type of the fitted distribution
line.col the line color of the fitted distribution
col.main the colour for the main title
col.lab the colour of the labels
col.axis the color of the axis
... for extra arguments to be passed to the gamlss function

Details
This function first fits constants for each parameters of a GAMLSS distribution family using the
gamlss function and them plots the fitted distribution together with the appropriate plot according
to whether the y variable is of a continuous or discrete type. Histogram is plotted for continuous
and barplot for discrete variables. The function truehist of Venables and Ripley’s MASS package
is used for the histogram plotting.
72 histSmo

Value
returns a plot

Author(s)
Mikis Stasinopoulos

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

histSmo Density estimation using the Poisson trick

Description
This set of functions use the old Poisson trick of discretising the data and then fitting a Poisson error
model to the resulting frequencies (Lindsey, 1997). Here the model fitted is a smooth cubic spline
curve. The result is a density estimator for the data.
histSmo 73

Usage
histSmo(y, lambda = NULL, df = NULL, order = 3, lower = NULL,
upper = NULL, type = c("freq", "prob"),
plot = FALSE, breaks = NULL,
discrete = FALSE, ...)
histSmoC(y, df = 10, lower = NULL, upper = NULL, type = c("freq", "prob"),
plot = FALSE, breaks = NULL,
discrete = FALSE, ...)
histSmoO(y, lambda = 1, order = 3, lower = NULL, upper = NULL,
type = c("freq", "prob"),
plot = FALSE, breaks = NULL,
discrete = FALSE, ...)
histSmoP(y, lambda = NULL, df = NULL, order = 3, lower = NULL,
upper = NULL, type = c("freq", "prob"),
plot = FALSE, breaks = NULL, discrete = FALSE,
...)

Arguments
y the variable of interest
lambda the smoothing parameter
df the degrees of freedom
order the order of the P-spline
lower the lower limit of the y-variable
upper the upper limit of the y-variable
type the type of histogram
plot whether to plot the resulting density estimator
breaks the number of break points to be used in the histogram and consequently the
number of observations in the Poisson fit
discrete whether to treat the fitting density as a discrete distribution or not
... further arguments passed to or from other methods.

Details
Here are the methods used here:
i) The function histSmoO() uses Penalised discrete splines (Eilers, 2003). This function is appro-
priate when the smoothing parameter is fixed.
ii) The function histSmoC() uses smooth cubic splines and fits a Poison error model to the fre-
quencies using the cs() additive function of GAMLSS. This function is appropriate if the effective
degrees of freedom are fixed in the model.
iii) The function histSmoP() uses Penalised cubic splines (Eilers and Marx 1996). It is fitting a
Poisson model to the frequencies using the pb() additive function of GAMLSS. This function is
appropriate if automatic selection of the smoothing parameter is required.
iv) The function histSmo() combines all the above functions in the sense that if lambda is fixed
it uses histSmoO(), if the df’s are fixed it uses codehistSmoC() and if none of these is specified it
uses histSmoP().
74 histSmo

Value
Returns a histSmo S3 object. The object has the following components:

x the middle points of the discretise data

counts how many observation are on the discretise intervals
density the density value for each discrete interval
hist the hist object used to discretise the data
cdf The resulting cumulative distribution function useful for calculating probabili-
ties from the estimate density
nvcdf The inverse cumulative distribution function
model The fitted Poisson model only for histSmoP() and histSmoC()

Author(s)
Mikis Stasinopoulos, Paul Eilers, Bob Rigby and Vlasios Voudouris

References
Eilers, P. (2003). A perfect smoother. Analytical Chemistry, 75: 3631-3636.
Eilers, P. H. C. and Marx, B. D. (1996). Flexible smoothing with B-splines and penalties (with
comments and rejoinder). Statist. Sci, 11, 89-121.
Lindsey, J.K. (1997) Applying Generalized Linear Models. New York: Springer-Verlag. ISBN
0-387-98218-3
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

# quick fit using lambda

histSmoO(Y, lambda=1, breaks=200, lower=0, plot=TRUE)
# or
histSmo(Y, lambda=1, breaks=200, lower=0, plot=TRUE)
# quick fit using df
histSmoC(Y, df=15, breaks=200, lower=0,plot=TRUE)
# or
histSmo(Y, df=15, breaks=200, lower=0)
# saving results
m1<- histSmo(Y, lower=0, plot=T)
plot(m1)
plot(m1, "cdf")
plot(m1, "invcdf")
# using with a histogram
library(MASS)
truehist(Y)
lines(m1, col="red")
#---------------------------
# now gererate from SHASH distribution
YY <- rSHASH(1000)
m1<- histSmo(YY)
# calculate Pr(YY>10)
1-m1$cdf(10)
# calculate Pr(-10<YY<10)
1-(1-m1$cdf(10))-m1$cdf(-10)
#---------------------------
# from discrete distribution
YYY <- rNBI(1000, mu=5, sigma=4)
histSmo(YYY, discrete=TRUE, plot=T)
#
YYY <- rPO(1000, mu=5)
histSmo(YYY, discrete=TRUE, plot=T)
#
YYY <- rNBI(1000, mu=5, sigma=.1)
histSmo(YYY, discrete=TRUE, plot=T)
# genarating from beta distribution
YYY <- rBE(1000, mu=.1, sigma=.3)
histSmo(YYY, lower=0, upper=1, plot=T)
# from trucated data
Y <- with(stylo, rep(word,freq))
histSmo(Y, lower=1, discrete=TRUE, plot=T)
histSmo(Y, lower=1, discrete=TRUE, plot=T, type="prob")
## End(Not run)

IC Gives the GAIC for a GAMLSS Object

Description
The function IC() calculates the Generalised Akaike information criterion (GAIC) for a given
penalty k for a fitted GAMLSS object. The function AIC.gamlss() is the method associated with a
76 IC

GAMLSS object of the generic function AIC(). The function GAIC() is a synonymous of the func-
tion AIC.gamlss. The function GAIC.table() produces a table for different models and different
penalties, k.
The function extractAIC is a the method associated a GAMLSS object of the generic function
extractAIC and it is mainly used in the stepAIC function. The function Rsq compute a generali-
sation of the R-squared for not normal models.

Usage
IC(object, k = 2)
## S3 method for class 'gamlss'
AIC(object, ..., k = 2, c = FALSE)
GAIC(object, ..., k = 2, c = FALSE )
GAIC.table(object, ..., k = c(2, 3.84, round(log(length(object$y)), 2)))
## S3 method for class 'gamlss'
extractAIC(fit, scale, k = 2, c = FALSE, ...)

Arguments
object an gamlss fitted model
fit an gamlss fitted model
... allows several GAMLSS object to be compared using a GAIC
k the penalty with default k=2.5
c whether the corrected AIC, i.e. AICc, should be used, note that it applies only
when k=2
scale this argument is not used in gamlss

Value
The function IC() returns the GAIC for given penalty k of the GAMLSS object. The function
AIC() returns a matrix contains the df’s and the GAIC’s for given penalty k. The function GAIC()
returns identical results to AIC. The function GAIC.table() returns a table which its rows showing
different models and its columns different k’s. The function extractAIC() returns vector of length
two with the degrees of freedom and the AIC criterion.

Author(s)
Mikis Stasinopoulos <[email protected]>

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
lms 77

See Also
gamlss

Examples
data(abdom)
mod1<-gamlss(y~pb(x),sigma.fo=~pb(x),family=BCT, data=abdom)
IC(mod1)
mod2<-gamlss(y~pb(x),sigma.fo=~x,family=BCT, data=abdom)
AIC(mod1,mod2,k=3)
GAIC(mod1,mod2,k=3)
GAIC.table(mod1,mod2)
extractAIC(mod1,k=3)
rm(mod1,mod2)

lms A function to fit LMS curves for centile estimation

Description
This function is design to help the user to easily construct growth curve centile estimation. It is
applicable when only "one" explanatory variable is available (usually age).

Usage
lms(y, x, families = LMS, data = NULL, k = 2,
cent = 100 * pnorm((-4:4) * 2/3),
calibration = TRUE, trans.x = FALSE,
fix.power = NULL, lim.trans = c(0, 1.5),
prof = FALSE, step = 0.1, legend = FALSE,
mu.df = NULL, sigma.df = NULL, nu.df = NULL,
tau.df = NULL, c.crit = 0.01,
method.pb = c("ML", "GAIC"), ...)

Arguments
y The response variable
x The unique explanatory variable
families a list of gamlss.families with default LMS=c("BCCGo", "BCPEo", "BCTo")
data the data frame
k the penalty to be used in the GAIC
78 lms

cent a vector with elements the % centile values for which the centile curves have to
be evaluated
calibration whether calibration is required with default TRUE
trans.x whether to check for transformation in x with default FALSE
fix.power if set it fix the power of the transformation for x
lim.trans the limits for the search of the power parameter for x
prof whether to use the profile GAIC of the power tranformation
step if codeprof=TRUE is used this determine the step for the profile GAIC
legend whether a legend is required in the plot with default FALSE
mu.df mu effective degrees of freedom if required otherwise are estimated
sigma.df sigma effective degrees of freedom if required otherwise are estimated
nu.df nu effective degrees of freedom if required otherwise are estimated
tau.df tau effective degrees of freedom if required otherwise are estimated
c.crit the convergence critetion to be pass to gamlss()
method.pb the method used in the pb() for estimating the smoothing parameters. The de-
fault is local maximum likelihood "ML". "GAIC" is also permitted where k is
taken from the k argument of the function.
... extra argument which can be passed to gamlss()

Details
This function should be used if the construction of the centile curves involves only one explanatory
variable.
The model assumes that the response variable has a flexible distribution i.e. y D(µ, σ, ν, τ ) where
the parameters of the distribution are smooth functions of the explanatory variable i.e. g(µ) = s(x),
where g() is a link function and s() is a smooth function. Occasionally a power transformation in
the x-axis helps the construction of the centile curves. That is, in this case the parameters are
modelled by xp rather than just x, i.e.g(µ) = s(xp ). The function lms() uses P-splines (pb()) as a
smoother.
If a transformation is needed for x the function lms() starts by finding an optimum value for p
using the simple model N O(µ = s(xp )). (Note that this value of p is not the optimum for the final
chosen model but it works well in practice.)
After fitting a Normal error model for staring values the function proceeds by fitting several "appro-
priate" distributions for the response variable. The set of gamlss.family distributions to fit is speci-
fied by the argument families. The default families arguments is LMS=c("BCCGo", "BCPEo", "BCTo")
that is the LMS class of distributions, Cole and Green (1992). Note that this class is only appropri-
ate when y is positive (with no zeros). If the response variable contains negative values and zeros
then use the argument families=theSHASH where theSHASH <- c("NO", "SHASHo") or add
any other list of distributions which you may think is appropriate. Justification of using the specific
centile (0.38 2.27 9.1211220 25.25, 50, 74.75, 90.88, 97.72, 99.62) is given in Cole (1994).

Value
It returns a gamlss fitted object
lo 79

Note
The function is fitting several models and for large data can be slow

Author(s)
Mikis Stasinopoulos <[email protected]>, Bob Rigby and Vlasios Voudouris
<[email protected]>

References
Cole, T. J. (1994) Do growth chart centiles need a face lift? BMJ, 308–641.
Cole, T. J. and Green, P. J. (1992) Smoothing reference centile curves: the LMS method and penal-
ized likelihood, Statist. Med. 11, 1305–1319
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

lo Specify a loess fit in a GAMLSS formula

Description
Allows the user to specify a loess fit within a GAMLSS model. This function is similar to the lo
function in the gam implementation of package gam see Chambers and Hastie (1991).
The function vis.lo() allows plotting the results.
80 lo

Usage
lo(formula, control = lo.control(...), ...)
lo.control(span = 0.75, enp.target = NULL,
degree = 2, parametric = FALSE, drop.square = FALSE,
normalize = TRUE, family = c("gaussian", "symmetric"),
method = c("loess", "model.frame"),
surface = c("interpolate", "direct"),
statistics = c("approximate", "exact", "none"),
trace.hat = c("exact", "approximate"),
cell = 0.2, iterations = 4,iterTrace = FALSE, ...)
vis.lo(obj, se=-1, rug = FALSE, partial.resid = FALSE,
col.term = "darkred", col.shaded = "gray",
col.res = "lightblue", col.rug = "gray", lwd.term = 1.5,
cex.res = 1, pch.res = par("pch"),
type = c("persp", "contour"), col.surface = "gray",
nlevels = 30, n.grid = 30, image = TRUE, ...)

Arguments
formula a formula specifying the explanatory variables
control a control to be passed to the loess function
... extra arguments
span the number of observations in a neighbourhood. This is the smoothing parameter
for a loess fit.
enp.target an alternative way to specify span, as the approximate equivalent number de-
grees of freedom to be used. See also the help file of the R function loess. For
consistency with the older version of lo the effective degrees of freedom df can
be also specified instead of span, e.g. df=5
degree the degree of local polynomial; can be 1 or 2. See also the help file of loess
parametric should any terms be fitted globally rather than locally? See the help file of loess
drop.square for fits with more than one predictor and degree=2, should the quadratic term be
dropped for particular predictors?. See also help file of loess
normalize should the predictors be normalized to a common scale if there is more than
one? See the help file of loess
family if "gaussian" fitting is by least-squares, and if "symmetric" a re-descending M
estimator is used with Tukey’s biweight function. See the help file of loess
method fit the model or just extract the model frame. See the help file of loess
surface should the fitted surface be computed exactly or via interpolation from a kd tree?
See also the help file of loess.control
statistics should the statistics be computed exactly or approximately? See the help file of
loess.control
trace.hat should the trace of the smoother matrix be computed exactly or approximately?
See the help file of loess.control
lo 81

cell if interpolation is used this controls the accuracy of the approximation via the
maximum number of points in a cell in the kd tree. See the help file of loess.control
iterations the number of iterations used in robust fitting. See the help file of loess.control
iterTrace logical (or integer) determining if tracing information during the robust itera-
tions (iterations>= 2) is produced. See the help file of loess.control
obj an lowss object fitted within gamlss
se if se>0 then stadard erros surfanes are drawn in the 3-dimentional plot. Set se
at the required level i.e se=1.96 will be an approximated 95% CI.
rug whether to plot a rug in the plot
partial.resid whether to plot the partial residuals
col.term the colour of the line of fitted term
cex.res the shading of standard
col.shaded the shading of standard error intervals
col.res the colour of partial residuals
col.rug the colour of the rug
lwd.term the width of the line
pch.res The character for the partial residuals
type The type of the plot if the x’s are two dimensional
col.surface the colour of the fitted surface
nlevels the number of levels used in cotour() plot.
n.grid The number of points to evaluate the surface
image whether to use image() or just contour

Details
Note that lo itself does no smoothing; it simply sets things up for the function gamlss.lo() which
is used by the backfitting function gamlss.add().

Value
a loess object is returned.

Warning
In this version the first argument is a formula NOT a list as in the previous one

Note
Note that lo itself does no smoothing; it simply sets things up for gamlss.lo() to do the backfitting.

Author(s)
Mikis Stasinopoulos <[email protected]>, Bob Rigby, (The original lo() func-
tion was based on the Trevor Hastie’s S-plus lo() function. See also the documentation of the
loess function for the authorship of the function.
82 loglogSurv

loglogSurv1(y, prob = 0.9, print = TRUE, title = NULL, lcol = gray(0.1),

ltype = 1, ...)

loglogSurv2(y, prob = 0.9, print = TRUE, title = NULL, lcol = gray(0.1),

ltype = 1, ...)

loglogSurv3(y, prob = 0.9, print = TRUE, title = NULL, lcol = gray(0.1),

ltype = 1, ...)

logSurv(y, prob = 0.9, tail = c("right", "left"), plot = TRUE,

lines = TRUE, print = TRUE, title = NULL, lcol = c(gray(0.1),
gray(0.2), gray(0.3)), ltype = c(1, 2, 3), ...)

logSurv0(y, prob = 0.9, tail = c("right", "left"), plot = TRUE,

title = NULL, ...)

ECDF(y)

loglogplot(y, nplus1 = TRUE, ...)

Arguments
y a vector, the variable of interest
prob what probability. The defaul is 0.90 which means 10% for "right" tail 90% for
"left" tail
84 loglogSurv

tail which tall needs checking the right (default) of the left
plot whether to plot with default equal TRUE
print whether to print the coefficients with default equal TRUE
title if a different title rather the default is needed
lcol The line colour in the plot
lines whether to plot the fitted lines
ltype The line type in the plot
nplus1 whether to divide by n+1 or n when calculating the ecdf
... for extra argument in the plot command

Details
The functions loglogSurv1(), loglogSurv3() and loglogSurv3() take the upper part of an or-
dered variable, create its empirical survival function, and plot the log-log of this functions against
log(log(y)), log(y) and y, respectively. Then they fit a line to the plot. The coefficients of the line
can be interpreted as parameters determined the behaviour of the tail. The function loglogSurv()
fits all three models and displays the best.
The function logSurv() takes the upper (or lower) part of an ordered variable and plots the log
empirical survival function against log(y). Also display three curves i) linear ii) quadratic and iii)
exponential to determine what kind of tail relationship exist. Plotting the log empirical survival
function against log(y) often call in the literature the "log-log plot".
The function loglogplot() plots the whole log empirical survival function against log(y) (not just
the tail). The function ECDF() calculate the step function of the empirical cumulative distribution
function.
More details can be found in Chapter 17 of "Rigby et al. (2019) book an old version on which can
be found in https://www.gamlss.com/)

Value
The functions create plots.

Author(s)
Bob Rigby, Mikis Stasinopoulos and Vlassios Voudouris

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Rigby R.A., Stasinopoulos D. M., Heller G., and De Bastiani F., (2019) Distributions for Modelling
Location, Scale and Shape: Using GAMLSS in R, Chapman and Hall/CRC. (In press)
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
lpred 85

Examples
data(film90)
y <- film90$lborev1
op<-par(mfrow=c(3,1))
loglogSurv1(y)
loglogSurv2(y)
loglogSurv3(y)
par(op)
loglogSurv(y)

logSurv(y)

loglogplot(y)

plot(ECDF(y), main="ECDF")

lpred Extract Linear Predictor Values and Standard Errors For A GAMLSS
Model

Description
lpred is the GAMLSS specific method which extracts the linear predictor and its (approximate)
standard errors for a specified parameter from a GAMLSS objects. The lpred can be also used
to extract the fitted values (with its approximate standard errors) or specific terms in the model
(with its approximate standard errors) in the same way that the predict.lm() and predict.glm()
functions can be used for lm or glm objects. The function lp extract only the linear predictor. If
prediction is required for new data values then use the function predict.gamlss().

Usage
lpred(obj, what = c("mu", "sigma", "nu", "tau"), parameter= NULL,
type = c("link", "response", "terms"),
terms = NULL, se.fit = FALSE, ...)
lp(obj, what = c("mu", "sigma", "nu", "tau"), parameter= NULL, ... )

Arguments
obj a GAMLSS fitted model
what which distribution parameter is required, default what="mu"
parameter equivalent to what
86 lpred

type type="link" (the default) gets the linear predictor for the specified distribu-
tion parameter. type="response" gets the fitted values for the parameter while
type="terms" gets the fitted terms contribution
terms if type="terms", which terms to be selected (default is all terms)
se.fit if TRUE the approximate standard errors of the appropriate type are extracted
... for extra arguments

Value

If se.fit=FALSE a vector (or a matrix) of the appropriate type is extracted from the GAMLSS
object for the given parameter in what. If se.fit=TRUE a list containing the appropriate type, fit,
and its (approximate) standard errors, se.fit.

Author(s)

Mikis Stasinopoulos

References

See Also

predict.gamlss

Examples

data(aids)
mod<-gamlss(y~poly(x,3)+qrt, family=PO, data=aids) #
mod.t <- lpred(mod, type = "terms", terms= "qrt")
mod.t
mod.lp <- lp(mod)
mod.lp
rm(mod, mod.t,mod.lp)
LR.test 87

LR.test Likelihood Ratio test for nested GAMLSS models

Description
The function performs a likelihood ration test for two nested fitted model.

Usage
LR.test(null, alternative, print = TRUE)

Arguments
null The null hypothesis (simpler) fitted model
alternative The alternative hypothesis (more complex) fitted model
print whether to print or save the result

Details
Warning: no checking whether the models are nested is performed.

Value
If print=FALSE a list with chi, df and p.val is produced.

Author(s)
Mikis Stasinopoulos <[email protected]>

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

See Also
gamlss, dropterm
88 model.frame.gamlss

Examples
data(usair)
m0<-gamlss(y~x1+x2, data=usair)
m1<-gamlss(y~x1+x2+x3+x4, data=usair)
LR.test(m0,m1)

model.frame.gamlss Extract a model.frame, a model matrix or terms from a GAMLSS ob-

ject for a given distributional parameter

Description
model.frame.gamlss, model.matrix.gamlss and terms.gamlss are the gamlss versions of the
generic functions model.frame, model.matrix and terms respectively.

Usage
## S3 method for class 'gamlss'
model.frame(formula, what = c("mu", "sigma", "nu", "tau"),
parameter= NULL, ...)
## S3 method for class 'gamlss'
terms(x, what = c("mu", "sigma", "nu", "tau"),
parameter= NULL, ...)
## S3 method for class 'gamlss'
model.matrix(object, what = c("mu", "sigma", "nu", "tau"),
parameter= NULL, ...)

Arguments
formula a gamlss object
x a gamlss object
object a gamlss object
what for which parameter to extract the model.frame, terms or model.frame
parameter equivalent to what
... for extra arguments

Value
a model.frame, a model.matrix or terms

Author(s)
Mikis Stasinopoulos
numeric.deriv 89

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

See Also
gamlss

Examples
data(aids)
mod<-gamlss(y~poly(x,3)+qrt, family=PO, data=aids) #
model.frame(mod)
model.matrix(mod)
terms(mod, "mu")
rm(mod)

numeric.deriv An internal GAMLSS function for numerical derivatives

Description
A function to calculate numerical derivatives.

Usage
numeric.deriv(expr, theta, delta = NULL,
rho = sys.frame(sys.parent()))

Arguments
expr The expression to be differentiated
theta A character vector
delta constant for the accuracy
rho environment

Details
This function is use by several GAMLSS functions but it is not for general use since there are more
reliable function to do that in R.
90 par.plot

Value
A vector of numerical derivatives

Note
Do not use this function unless you know what you are doing

Author(s)
Mikis Stasinopoulos

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

par.plot A function to plot parallel plot for repeated measurement data

Description
This function can be used to plot parallel plots for each individual in a repeated measurement study.
It is based on the coplot() function of R.

Usage
par.plot(formula = NULL, data = NULL, subjects = NULL,
color = TRUE, show.given = TRUE, ...)

Arguments
formula a formula describing the form of conditioning plot. A formula of the form
y ~ x | a indicates that plots of y versus x should be produced conditional on
the variable a. A formula of the form y ~ x| a * b indicates that plots of y
versus x should be produced conditional on the two variables a and b.
data a data frame containing values for any variables in the formula. This argument
is compulsory.
subjects a factor which distinguish between the individual participants
color whether the parallel plot are shown in colour, color=TRUE (the default) or not
color=FALSE
par.plot 91

show.given logical (possibly of length 2 for 2 conditioning variables): should conditioning

plots be shown for the corresponding conditioning variables (default ’TRUE’)
... for extra arguments

Value

It returns a plot.

Note

Note that similar plot can be fount in the library nlme by Pinheiro and Bates

Author(s)

Mikis Stasinopoulos <[email protected]>

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), App. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

See Also

gamlss

Examples

library(nlme)
data(Orthodont)
par.plot(distance~age,data=Orthodont,subject=Subject)
par.plot(distance~age|Sex,data=Orthodont,subject=Subject)
par.plot(distance~age|Subject,data=Orthodont,subject=Subject,show.given=FALSE)
92 pcat

pcat Reduction for the Levels of a Factor.

Description
The function is trying to merged similar levels of a given factor. Its based on ideas given by Tutz
(2013).

Usage
pcat(fac, df = NULL, lambda = NULL, method = c("ML", "GAIC"), start = 0.001,
Lp = 0, kappa = 1e-05, iter = 100, c.crit = 1e-04, k = 2)

gamlss.pcat(x, y, w, xeval = NULL, ...)

plotDF(y, factor = NULL, formula = NULL, data, along = seq(0, nlevels(factor)),

kappa = 1e-06, Lp = 0, ...)

plotLambda(y, factor = NULL, formula = NULL, data, along = seq(-2, 2, 0.1),

kappa = 1e-06, Lp = 0, ...)

Arguments
fac, factor a factor to reduce its levels
df the effective degrees of freedom df
lambda the smoothing parameter
method which method is used for the estimation of the smoothing parameter, "ML" or
"GAIC" are allowed.
start starting value for lambda if it estimated using "ML" or "GAIC"
Lp The type of penalty required, Lp=0 is the default. Use Lp=1 for lasso type and
different values for different required penalty.
kappa a regulation parameters used for the weights in the penalties.
iter the number of internal iteration allowed
c.crit the convergent criterion
k the penalty if "GAIC" method is used.
x explanatory factor
y the response or iterative response variable
w iterative weights
xeval indicator whether to predict
formula A formula
data A data frame
along a sequence of values
... for extra variables
pcat 93

Details
The pcat() is used for the fitting of the factor. The function shrinks the levels of the categorical
factor (not towards the overall mean as the function random() is doing) but towards each other.
This results to a reduction of the number if levels of the factors. Different norms can be used for the
shrinkage by specifying the argument Lp.

Value
The function pcat reruns a vector endowed with a number of attributes. The vector itself is used in
the construction of the model matrix, while the attributes are needed for the backfitting algorithms
additive.fit(). The backfitting is done in gamlss.pcat.

Note
Note that pcat itself does no smoothing; it simply sets things up for gamlss.pcat() to do the
smoothing within the backfitting.

Author(s)
Mikis Stasinopoulos <[email protected]>, Paul Eilers and Marco Enea

References
Tutz G. (2013) Regularization and Sparsity in Discrete Structures in the Proceedings of the 29th
International Workshop on Statistical Modelling, Volume 1, p 29-42, Gottingen, Germany
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

m1 <- gamlss(y~pcat(level), data=da1) # calculating lambda ML

AIC(mn, ms, m1)
## Not run:
m11 <- gamlss(y~pcat(level, method="GAIC", k=log(200)), data=da1) # GAIC
AIC(mn, ms, m1, m11)
#gettng the fitted object -----------------------------------------------------
getSmo(m1)
coef(getSmo(m1))
fitted(getSmo(m1))[1:10]
plot(getSmo(m1)) #
# After the fit a new factor is created this factor has the reduced levels
levels(getSmo(m1)$factor)
# -----------------------------------------------------------------------------

## End(Not run)

pdf.plot Plots Probability Distribution Functions for GAMLSS Family

Description
A function to plot probability distribution functions (pdf) belonging to the gamlss family of distri-
butions. This function allows either plotting of the fitted distributions for up to eight observations
or plotting specified distributions belonging in the gamlss family

Usage
pdf.plot(obj = NULL, obs = c(1), family = NO(), mu = NULL,
sigma = NULL, nu = NULL, tau = NULL, from = 0,
to = 10, min = NULL, max = NULL, no.points = 201,
no.title = FALSE, col = gray(0.4), y.axis.lim = 1.1,
frame.plot = TRUE, ...)

Arguments
obj An gamlss object e.g. obj=model1 where model1 is a fitted gamlss object
obs A number or vector of up to length eight indicating the case numbers of the ob-
servations for which fitted distributions are to be displayed, e.g. obs=c(23,58)
will display the fitted distribution for the 23th and 58th observations
family This must be a gamlss family i.e. family=NO
mu The value(s) of the location parameter mu for which the distribution has to be
evaluated e.g mu=c(3,7)
sigma The value(s) the scale parameter sigma for which the distribution has to be eval-
uated e.g sigma=c(3,7)
nu The value(s) the parameter nu for which the distribution has to be evaluated e.g.
nu=3
pdf.plot 95

tau The value(s) the parameter tau for which the distribution has be evaluated e.g.
tau=5
from Minimum value of the random variable y (identical to min)
to Maximum value of the random variable y(identical to max)
min Minimum value of the random variable y e.g. min=0
max Maximum value of y e.g. max=10
no.points the number fo point in which the function will be evaluated
no.title Whether you need title in the plot, default is no.title=FALSE
col the colot of the lines
y.axis.lim the limits for the y-axis
frame.plot whether to frame the idividual plots
... for extra arguments, Note tha usufull argument can be col.axis, col.lab,
cex.axis, cex.lab etc.

Details

This function can be used to plot distributions of the GAMLSS family. If the first argument obj
is specified and it is a GAMLSS fitted object, then the fitted distribution of this model at specified
observation values (given by the second argument obs) is plotted for a specified y-variable range
(arguments min, max, and step).
If the first argument is not given then the family argument has to be specified and the pdf is plotted
at specified values of the parameters mu, sigma, nu, tau. Again the range of the y-variable has to be
given.

Value

plot(s) of the required pdf(s) are returned

Warning

The range of some distributions depends on the fitted parameters

Note

The range of the y values given by min, max and step are very important in the plot

Author(s)

Mikis Stasinopoulos <[email protected]> and Calliope Akantziliotou

96 plot.gamlss

References

See Also

gamlss

Examples
pdf.plot(family=BCT, min=1, max=20, mu=10, sigma=0.15, nu=-1, tau=c(4,10,20,40) )
## Not run:
# now using an gamlss object
data(abdom)
h<-gamlss(y~pb(x), sigma.formula=~pb(x), family=BCT, data=abdom) # fits
pdf.plot(obj=h , obs=c(23,67), min=50, max=150)

## End(Not run)

plot.gamlss Plot Residual Diagnostics for an GAMLSS Object

Description

This function provides four plots for checking the normalized (randomized for a discrete response
distribution) quantile residuals of a fitted GAMLSS object, referred to as residuals below : a plot
of residuals against fitted values, a plot of the residuals against an index or a specific explanatory
variable, a density plot of the residuals and a normal Q-Q plot of the residuals. If argument ts=TRUE
then the first two plots are replaced by the autocorrelation function (ACF) and partial autocorrelation
function (PACF) of the residuals

Usage

## S3 method for class 'gamlss'

plot(x, xvar = NULL, parameters = NULL, ts = FALSE,
summaries = TRUE, ...)
plot.gamlss 97

Arguments
x a GAMLSS fitted object
xvar an explanatory variable to plot the residuals against
parameters plotting parameters can be specified here
ts set this to TRUE if ACF and PACF plots of the residuals are required
summaries set this to FALSE if no summary statistics of the residuals are required
... further arguments passed to or from other methods.

Details
This function provides four plots for checking the normalized (randomized) quantile residuals
(called residuals) of a fitted GAMLSS object. Randomization is only performed for discrete
response variables. The four plots are

• residuals against the fitted values (or ACF of the residuals if ts=TRUE)
• residuals against an index or specified x-variable (or PACF of the residuals if ts=TRUE)
• kernel density estimate of the residuals
• QQ-normal plot of the residuals

For time series response variables option ts=TRUE can be used to plot the ACF and PACF functions
of the residuals.

Value
Returns four plots related to the residuals of the fitted GAMLSS model and prints summary statistics
for the residuals if the summary=T

Author(s)
Mikis Stasinopoulos <[email protected]>, Bob Rigby and Kalliope Akantzil-
iotou

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

plot.histSmo A Plotting Function for density estimator object histSmo

Description
Plots the estimated density or its c.d.f function or its inverse cdf function

Usage
## S3 method for class 'histSmo'
plot(x, type = c("hist", "cdf", "invcdf"), ...)

Arguments
x An histSmo object
type Different plots: a histogram and density estimator, a cdf function or an inverse
cdf function.
... for further arguments

Value
returns the relevant plot

Author(s)
Mikis Stasinopoulos, Paul Eilers, Bob Rigby, Vlasios Voudouris and Majid Djennad

plot2way Function to plot two interaction in a GAMLSS model

Description
This function is designed to plot a factor to factor interaction in a GAMLSS model.

Usage
plot2way(obj, terms = list(), what = c("mu", "sigma", "nu", "tau"),
parameter= NULL, show.legend = TRUE, ...)

Arguments
obj A gamlss model
terms this should be a character vector with the names of the two factors to be plotted
what which parameters? mu, sigma, nu, or tau
parameter equivalent to what
show.legend whether to show the legend in the two way plot
... Further arguments

Details
This is an experimental function which should be use with prudence since no other check is done
on whether this interaction interfere with other terms in the model

Value
The function creates a 2 way interaction plot
100 polyS

Author(s)
Mikis Stasinopoulos

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

polyS Auxiliary support for the GAMLSS

Description
These two functions are similar to the poly and polym in R. Are needed for the gamlss.lo function
of GAMLSS and should not be used on their own.

Usage
polyS(x, ...)
poly.matrix(m, degree = 1)

Arguments
x a variable
m a variable
degree the degree of the polynomial
... for extra arguments
predict.gamlss 101

Value
Returns a matrix of orthogonal polynomials

Warning
Not be use by the user

Author(s)
Mikis Stasinopoulos <[email protected]>

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554. Stasinopoulos D. M., Rigby R.A.,
Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using
GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.

terms = NULL, se.fit = FALSE, use.weights = FALSE,

data = NULL, y.value = "median",
set.to = .Machine$double.xmin,
output = c("list", "matrix"), ...)

Arguments
object a GAMLSS fitted model
what which distribution parameter is required, default what="mu"
parameter equivalent to what
newdata a data frame containing new values for the explanatory variables used in the
model
type the default, gets the linear predictor for the specified distribution parameter.
type="response" gets the fitted values for the parameter while type="terms"
gets the fitted terms contribution
terms if type="terms", which terms to be selected (default is all terms)
se.fit if TRUE the approximate standard errors of the appropriate type are extracted if
exist
use.weights if use.weights=TRUE the old data and the newdata are merged and the model is
refitted with weights equal to the prior weights for the old data observationa and
equal to a very small value (see option set.to) for the .newdata values. This
trick allows to obtain standard errors for all parameters
data the data frame used in the original fit if is not defined in the call
y.value how to get the response values for the newdata if they do not exist. The default
is taking the median, y.value="median". Other function like "max", "min" are
alloed. Also numerical values.
set.to what values the weights for the newdata should take
output whether the output to be a ‘list’ (default) or a ’matrix’
... for extra arguments

Details
The predict function assumes that the object given in newdata is a data frame containing the right x-
variables used in the model. This could possible cause problems if transformed variables are used in
the fitting of the original model. For example, let us assume that a transformation of age is needed in
the model i.e. nage<-age^.5. This could be fitted as mod<-gamlss(y~cs(age^.5),data=mydata)
or as nage<-age^.5; mod<-gamlss(y~cs(nage), data=mydata). The later could more efficient
if the data are in thousands rather in hundreds. In the first case, the code predict(mod,newdata=data.frame(age=c(34,56)
would produce the right results. In the second case a new data frame has to be created containing
the old data plus any new transform data. This data frame has to be declared in the data option.
The option newdata should contain a data.frame with the new names and the transformed values in
which prediction is required, (see the last example).

Value
A vector or a matrix depending on the options.
predict.gamlss 103

Note
This function is under development

Author(s)
Mikis Stasinopoulos

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

print.gamlss Prints a GAMLSS fitted model

Description

print.gamlss is the GAMLSS specific method for the generic function print which prints objects
returned by modelling functions.

Usage

## S3 method for class 'gamlss'

print(x, digits = max(3, getOption("digits") - 3), ...)

Arguments

x a GAMLSS fitted model

digits the number of significant digits to use when printing
... for extra arguments

Value

Prints a gamlss object

Author(s)

Mikis Stasinopoulos <[email protected]>, Bob Rigby and Calliope Akantzil-

iotou

References

See Also

gamlss, deviance.gamlss, fitted.gamlss

prof.dev 105

Examples
data(aids)
h<-gamlss(y~poly(x,3)+qrt, family=PO, data=aids)
print(h) # or just h
rm(h)

prof.dev Plotting the Profile Deviance for one of the Parameters in a GAMLSS
model

Description
This functions plots the profile deviance of one of the (four) parameters in a GAMLSS model. It can
be used if one of the parameters mu, sigma, nu or tau is a constant (not a function of explanatory
variables) to obtain a profile confidence intervals.

Usage
prof.dev(object, which = NULL, min = NULL, max = NULL,
step = NULL, length = 7, startlastfit = TRUE,
plot = TRUE, perc = 95, col="darkgreen")

Arguments
object A fitted GAMLSS model
which which parameter to get the profile deviance e.g. which="tau"
min the minimum value for the parameter e.g. min=1
max the maximum value for the parameter e.g. max=20
step how often to evaluate the global deviance (defines the step length of the grid for
the parameter) e.g. step=1
length the length if step is not set, default equal 7
startlastfit whether to start fitting from the last fit or not, default value is startlastfit=TRUE
plot whether to plot, plot=TRUE or save the results, plot=FALSE
perc what % confidence interval is required
col The colour of the profile line

Details
This function can be use to provide likelihood based confidence intervals for a parameter for which
a constant model (i.e. no explanatory model) is fitted and consequently for checking the adequacy of
a particular values of the parameter. This can be used to check the adequacy of one distribution (e.g.
Box-Cox Cole and Green) nested within another (e.g. Box-Cox power exponential). For example
one can test whether a Box-Cox Cole and Green (Box-Cox-normal) distribution or a Box-Cox
power exponential is appropriate by plotting the profile of the parameter tau. A profile deviance
showing support for tau=2 indicates adequacy of the Box-Cox Cole and Green (i.e. Box-Cox
normal) distribution.
106 prof.dev

Value
Return a profile plot (if the argument plot=TRUE) and an ProfLikelihood.gamlss object if saved.
The object contains:

values the values at the grid where the parameter was evaluated
fun the function which approximates the points using splines
min the minimum values in the grid
max te maximum values in the grid
max.value the value of the parameter maximising the Profile deviance (or GAIC)
CI the profile confidence interval (if global deviance is used)
criterion which criterion was used

Warning
A dense grid (i.e. small step) evaluation of the global deviance can take a long time, so start with a
sparse grid (i.e. large step) and decrease gradually the step length for more accuracy.

Author(s)
Calliope Akantziliotou, Mikis Stasinopoulos <[email protected]> and Bob Rigby

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

prof.term(model = NULL, criterion = c("GD", "GAIC"), penalty = 2.5,

other = NULL, min = NULL, max = NULL, step = NULL,
length = 7, xlabel = NULL, plot = TRUE, perc = 95,
start.prev = TRUE, col="darkgreen")

Arguments

model this is a GAMLSS model, e.g.

model=gamlss(y~cs(x,df=this),sigma.fo=~cs(x,df=3),data=abdom), where
this indicates the (hyper)parameter to be profiled
criterion whether global deviance ("GD") or information criterion ("GAIC") is profiled.
The default is global deviance criterion="GD"
penalty The penalty value if information criterion is used in criterion, default penalty=2.5
other this can be used to evaluate an expression before the actual fitting of the model
(Make sure that those expressions are well define in the global environment)
min the minimum value for the parameter e.g. min=1
max the maximum value for the parameter e.g. max=20
step how often to evaluate the global deviance (defines the step length of the grid for
the parameter) e.g. step=1
length if the step is left NULL then length is considered for evaluating the grid for the
parameter. It has a default value of 11
xlabel if a label for the axis is required
plot whether to plot, plot=TRUE the resulting profile deviance (or GAIC)
perc what % confidence interval is required
start.prev whether to start from the previous fitted model parameters values or not (default
is TRUE)
col the color of the profile line
108 prof.term

Details

This function can be use to provide likelihood based confidence intervals for a parameter involved in
terms in the linear predictor(s). These confidence intervals are more accurate than the ones obtained
from the parameters’ standard errors. The function can also be used to plot a profile information
criterion (with a given penalty) against a hyper-parameter. This can be used to check the uniqueness
in hyper-parameter determination using for example find.df.

Value

Return a profile plot (if the argument plot=TRUE) and an ProfLikelihood.gamlss object if saved.
The object contains:

values the values at the grid where the parameter was evaluated
fun the function which approximates the points using splines
min the minimum values in the grid
max the maximum values in the grid
max.value the value of the parameter maximising the Profile deviance (or GAIC)
CI the profile confidence interval (if global deviance is used)
criterion which criterion was used

Warning

A dense grid (i.e. small step) evaluation of the global deviance can take a long time, so start with a
sparse grid (i.e. large step) and decrease gradually the step length for more accuracy.

Author(s)

Mikis Stasinopoulos <[email protected]> and Bob Rigby

References

See Also

gamlss, prof.dev
ps 109

Examples
data(aids)
# fitting a linear model
gamlss(y~x+qrt,family=NBI,data=aids)
# testing the linear beta parameter
mod<-quote(gamlss(y ~ offset(this * x) + qrt, data = aids, family = NBI))
prof.term(mod, min=0.06, max=0.11)
# find the hyper parameter using cubic splines smoothing
mod1<-quote(gamlss(y ~ cs(x,df=this) + qrt, data = aids, family = NBI))
prof.term(mod1, min=1, max=15, step=1, criterion="GAIC", penalty=log(45))
# find a break point in x
mod2 <- quote(gamlss(y ~ x+I((x>this)*(x-this))+qrt,family=NBI,data=aids))
prof.term(mod2, min=1, max=45, step=1, criterion="GD")
rm(mod,mod1,mod2)

ps P-Splines Fits in a GAMLSS Formula

Description
There are several function which use P-spline methodology:
a) pb(), the current version of P-splines which uses SVD in the fitting and therefore is the most
reliable
b) pbo() and pbp(), older versions of P-splines. The first uses a simple matrix algebra in the fits.
The second is the last version of pb() with SVD but uses different method for prediction.
c) pbc() the new version of cycle P-splines (using SVD)
d) cy() the older version of cycle P-splines.
e) pbm() for fitting monotonic P-splines (using SVD)
f) pbz() for fitting P-splines which allow the fitted curve to shrink to zero degrees of freedom
g) ps() the original P-splines with no facility of estimating the smoothing parameters and
j) pvc() penalised varying coefficient models.
k) pvp() older version of pb() where the prediction was different (it is here in case someone would
like to compare the results).
Theoretical explanation of the above P-splines can be found in Eilers et al. (2016)
The functions take a vector and return it with several attributes. The vector is used in the construc-
tion of the design matrix X used in the fitting. The functions do not do the smoothing, but assign
the attributes to the vector to aid gamlss in the smoothing. The functions doing the smoothing
are gamlss.pb(), gamlss.pbo(), gamlss.pbc() gamlss.cy() gamlss.pvc(), gamlss.pbm(),
gamlss.pbz and gamlss.ps() which are used in the backfitting function additive.fit.
The function pb() is more efficient and faster than the original penalised smoothing function ps().
After December 2014 the pb() has changed radically to improved performance. The older version
of the pb() function is called now pbo(). pb() allows the estimation of the smoothing parameters
using different local (performance iterations) methods. The method are "ML", "ML-1", "EM",
"GAIC" and "GCV".
110 ps

The function pbm() fits monotonic smooth functions, that is functions which increase or decrease
monotonically depending on the value of the argument mono which takes the values "up" or "down".
The function pbz() is similar to pb() with the extra property that when lambda becomes very large
the resulting smooth function goes to a constant rather than to a linear function. This is very useful
for model selection. The function is based on Maria Durban idea of using a double penalty, one of
order 2 and one of order 1. The second penalty only applies if the effective df are close to 2 (that is
if a linear is already selected).
The function pbc() fits a cycle penalised beta regression spline such as the last fitted value of the
smoother is equal to the first fitted value. cy() is the older version.
The function pvc() fits varying coefficient models see Hastie and Tibshirani(1993) and it is more
general and flexible than the old vc() function which was based on cubic splines.
The function getZmatrix() creates a (random effect) design matrix Z which can be used to fit a
P-splines smoother using the re()) function. (The re() is an interface with the random effect
function lme of the package nlme.

Usage
pb(x, df = NULL, lambda = NULL, max.df=NULL,
control = pb.control(...), ...)
pbo(x, df = NULL, lambda = NULL, control = pbo.control(...), ...)
pbp(x, df = NULL, lambda = NULL, control = pbp.control(...), ...)
pbo.control(inter = 20, degree = 3, order = 2, start = 10, quantiles = FALSE,
method = c("ML", "GAIC", "GCV", "EM", "ML-1"), k = 2, ...)
pb.control(inter = 20, degree = 3, order = 2, start = 10, quantiles = FALSE,
method = c("ML", "GAIC", "GCV"), k = 2, ...)
pbp.control(inter = 20, degree = 3, order = 2, start = 10, quantiles = FALSE,
method = c("ML", "GAIC", "GCV"), k = 2, ...)
pbc(x, df = NULL, lambda = NULL, max.df=NULL,
control = pbc.control(...), ...)
pbc.control(inter = 20, degree = 3, order = 2, start = 10,
method = c("ML", "GAIC", "GCV"), k = 2, sin = TRUE, ...)
cy(x, df = NULL, lambda = NULL, control = cy.control(...), ...)
cy.control(inter = 20, degree = 3, order = 2, start = 10,
method = c("ML", "GAIC", "GCV", "EM", "ML-1"), k = 2, ts=FALSE, ...)
pvc(x, df = NULL, lambda = NULL, by = NULL, control = pvc.control(...), ...)
pvc.control(inter = 20, degree = 3, order = 2, start = 10, quantiles = FALSE,
method = c("ML", "GAIC", "GCV"), k = 2, ...)
pbm(x, df = NULL, lambda = NULL, mono=c("up", "down"),
control = pbm.control(...), ...)
pbm.control(inter = 20, degree = 3, order = 2, start = 10, quantiles = FALSE,
method=c("ML","GAIC", "GCV"), k=2, kappa = 1e10, ...)
pbz(x, df = NULL, lambda = NULL, control = pbz.control(...), ...)
pbz.control(inter = 20, degree = 3, order = 2, start = c(1e-04, 1e-04),
quantiles = FALSE, method = c("ML", "GAIC", "GCV"), k = 2, lim = 3, ...)

ps(x, df = 3, lambda = NULL, ps.intervals = 20, degree = 3, order = 3)

getZmatrix(x, xmin = NULL, xmax = NULL, inter = 20, degree = 3, order = 2)

ps 111

Arguments
x the univariate predictor
df the desired equivalent number of degrees of freedom (trace of the smoother ma-
trix minus two for the constant and linear fit)
lambda the smoothing parameter
max.df the limit of how large the effective degrees of freedom should be allowed to be
control setting the control parameters
by a factor, for fitting different smoothing curves to each level of the factor or a
continuous explanatory variable in which case the coefficients of the by variable
change smoothly according to x i.e. beta(x)*z where z is the by variable.
... for extra arguments
inter the no of break points (knots) in the x-axis
degree the degree of the piecewise polynomial
order the required difference in the vector of coefficients
start the lambda starting value if the local methods are used, see below
quantiles if TRUE the quantile values of x are use to determine the knots
ts if TRUE assumes that it is a seasonal factor
method The method used in the (local) performance iterations. Available methods are
"ML", "ML-1", "EM", "GAIC" and "GCV"
k the penalty used in "GAIC" and "GCV"
mono for monotonic P-splines whether going "up" or "down"
kappa the smoothing hyper-parameter for the monotonic part of smoothing
ps.intervals the no of break points in the x-axis
xmin minimum value for creating the B-spline
xmax maximum value for creating the B-spline
sin whether to use the sin penalty or not
lim at which level the second penalty of order 1 should start

Details
The ps() function is based on Brian Marx function which can be found in his website. The pb(),
cy(), pvc() and pbm() functions are based on Paul Eilers’s original R functions. Note that ps()
and pb() functions behave differently at their default values if df and lambda are not specified.
ps(x) by default uses 3 extra degrees of freedom for smoothing x. pb(x) by default estimates
lambda (and therefore the degrees of freedom) automatically using a "local" method. The local
(or performance iterations) methods available are: (i) local Maximum Likelihood, "ML", (ii) local
Generalized Akaike information criterion, "GAIC", (iii) local Generalized Cross validation "GCV"
(iv) local EM-algorithm, "EM" (which is very slow) and (v) a modified version of the ML, "ML-1"
which produce identical results with "EM" but faster.
The function pb() fits a P-spline smoother.
The function pbm() fits a monotonic (going up or down) P-spline smoother.
112 ps

The function pbc() fits a P-spline smoother where the beginning and end are the same.
The pvc() fits a varying coefficient model.
Note that the local (or performance iterations) methods can occasionally make the convergence of
gamlss less stable compared to models where the degrees of freedom are fixed.

Value

the vector x is returned, endowed with a number of attributes. The vector itself is used in the
construction of the model matrix, while the attributes are needed for the backfitting algorithms
additive.fit().

Warning

There are occasions where the automatic local methods do not work. One accusation which came
to our attention is when the range of the response variable values is very large. Scaling the response
variable will solve the problem.

Author(s)

Mikis Stasinopoulos <[email protected]>, Bob Rigby and Paul Eilers

References

Eilers, P. H. C. and Marx, B. D. (1996). Flexible smoothing with B-splines and penalties (with
comments and rejoinder). Statist. Sci, 11, 89-121.
Eilers, Paul HC, Marx, Brian D and Durban, Maria, (2016) Twenty years of P-splines. SORT-
Statistics and Operations Research Transactions, 39, 149–186.
Hastie, T. J. and Tibshirani, R. J. (1993), Varying coefficient models (with discussion),J. R. Statist.
Soc. B., 55, 757-796.
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

See Also

gamlss, gamlss.ps, cs
ps 113

Examples

#==============================
# pb() and ps() functions
data(aids)
# fitting a smoothing cubic spline with 7 degrees of freedom
# plus the a quarterly effect
aids1<-gamlss(y~ps(x,df=7)+qrt,data=aids,family=PO) # fix df's
aids2<-gamlss(y~pb(x,df=7)+qrt,data=aids,family=PO) # fix df's
aids3<-gamlss(y~pb(x)+qrt,data=aids,family=PO) # estimate lambda
with(aids, plot(x,y))
with(aids, lines(x,fitted(aids1),col="red"))
with(aids, lines(x,fitted(aids2),col="green"))
with(aids, lines(x,fitted(aids1),col="yellow"))
rm(aids1, aids2, aids3)
#=============================
## Not run:
# pbc()
# simulate data
set.seed(555)
x = seq(0, 1, length = 100)
y = sign(cos(1 * x * 2 * pi + pi / 4)) + rnorm(length(x)) * 0.2
plot(y~x)
m1<-gamlss(y~pbc(x))
lines(fitted(m1)~x)
rm(y,x,m1)
#=============================
# the pvc() function
# function to generate data
genData <- function(n=200)
{
f1 <- function(x)-60+15*x-0.10*x^2
f2 <- function(x)-120+10*x+0.08*x^2
set.seed(1441)
x1 <- runif(n/2, min=0, max=55)
x2 <- runif(n/2, min=0, max=55)
y1 <- f1(x1)+rNO(n=n/2,mu=0,sigma=20)
y2 <- f2(x2)+rNO(n=n/2,mu=0,sigma=30)
y <- c(y1,y2)
x <- c(x1,x2)
f <- gl(2,n/2)
da<-data.frame(y,x,f)
da
}
da<-genData(500)
plot(y~x, data=da, pch=21,bg=c("gray","yellow3")[unclass(f)])
# fitting models
# smoothing x
m1 <- gamlss(y~pb(x), data=da)
# parallel smoothing lines
m2 <- gamlss(y~pb(x)+f, data=da)
# linear interaction
m3 <- gamlss(y~pb(x)+f*x, data=da)
114 ps

# varying coefficient model

m4 <- gamlss(y~pvc(x, by=f), data=da)
GAIC(m1,m2,m3,m4)
# plotting the fit
lines(fitted(m4)[da$f==1][order(da$x[da$f==1])]~da$x[da$f==1]
[order(da$x[da$f==1])], col="blue", lwd=2)
lines(fitted(m4)[da$f==2][order(da$x[da$f==2])]~da$x[da$f==2]
[order(da$x[da$f==2])], col="red", lwd=2)
rm(da,m1,m2,m3,m4)
#=================================
# the rent data
# first with a factor
data(rent)
plot(R~Fl, data=rent, pch=21,bg=c("gray","blue")[unclass(rent$B)])
r1 <- gamlss(R~pb(Fl), data=rent)
# identical to model
r11 <- gamlss(R~pvc(Fl), data=rent)
# now with the factor
r2 <- gamlss(R~pvc(Fl, by=B), data=rent)
lines(fitted(r2)[rent$B==1][order(rent$Fl[rent$B==1])]~rent$Fl[rent$B==1]
[order(rent$Fl[rent$B==1])], col="blue", lwd=2)
lines(fitted(r2)[rent$B==0][order(rent$Fl[rent$B==0])]~rent$Fl[rent$B==0]
[order(rent$Fl[rent$B==0])], col="red", lwd=2)
# probably not very sensible model
rm(r1,r11,r2)
#-----------
# now with a continuous variable
# additive model
h1 <-gamlss(R~pb(Fl)+pb(A), data=rent)
# varying-coefficient model
h2 <-gamlss(R~pb(Fl)+pb(A)+pvc(A,by=Fl), data=rent)
AIC(h1,h2)
rm(h1,h2)
#-----------
# monotone function
set.seed(1334)
x = seq(0, 1, length = 100)
p = 0.4
y = sin(2 * pi * p * x) + rnorm(100) * 0.1
plot(y~x)
m1 <- gamlss(y~pbm(x))
points(fitted(m1)~x, col="red")
yy <- -y
plot(yy~x)
m2 <- gamlss(yy~pbm(x, mono="down"))
points(fitted(m2)~x, col="red")
#==========================================
# the pbz() function
# creating uncorrelated data
set.seed(123)
y<-rNO(100)
x<-1:100
plot(y~x)
Q.stats 115

#----------------------
# ML estimation
m1<-gamlss(y~pbz(x))
m2 <-gamlss(y~pb(x))
AIC(m1,m2)
op <- par( mfrow=c(1,2))
term.plot(m1, partial=T)
term.plot(m2, partial=T)
par(op)
# GAIC estimation
m11<-gamlss(y~pbz(x, method="GAIC", k=2))
m21 <-gamlss(y~pb(x, method="GAIC", k=2))
AIC(m11,m21)
op <- par( mfrow=c(1,2))
term.plot(m11, partial=T)
term.plot(m21, partial=T)
par(op)
# GCV estimation
m12<-gamlss(y~pbz(x, method="GCV"))
m22 <-gamlss(y~pb(x, method="GCV"))
AIC(m12,m22)
op <- par( mfrow=c(1,2))
term.plot(m12, partial=T)
term.plot(m22, partial=T)
par(op)
# fixing df is more trycky since df are the extra df
m13<-gamlss(y~pbz(x, df=0))
m23 <-gamlss(y~pb(x, df=0))
AIC(m13,m23)
# here the second penalty is not take effect therefore identical results
m14<-gamlss(y~pbz(x, df=1))
m24 <-gamlss(y~pb(x, df=1))
AIC(m14,m24)
# fixing lambda
m15<-gamlss(y~pbz(x, lambda=1000))
m25 <-gamlss(y~pb(x, lambda=1000))
AIC(m15,m25)
#--------------------------------------------------
# prediction
m1<-gamlss(y~pbz(x), data=data.frame(y,x))
m2 <-gamlss(y~pb(x), data=data.frame(y,x))
AIC(m1,m2)
predict(m1, newdata=data.frame(x=c(80, 90, 100, 110)))
predict(m2, newdata=data.frame(x=c(80, 90, 100, 110)))
#---------------------------------------------------

## End(Not run)

Q.stats A function to calculate the Q-statistics

116 Q.stats

Description
This function calculates and prints the Q-statistics (or Z-statistics) which are useful to test normality
of the residuals within a range of an independent variable, for example age in centile estimation,
see Royston and Wright (2000).

Usage
Q.stats(obj = NULL, xvar = NULL, resid = NULL, xcut.points = NULL, n.inter = 10,
zvals = TRUE, save = TRUE, plot = TRUE, digits.xvar = getOption("digits"),
...)

Arguments
obj a GAMLSS object
xvar a unique explanatory variable
resid quantile or standardised residuals can be given here instead of a GAMLSS object
in obj. In this case the function behaves diffently (see details below)
xcut.points the x-axis cut off points e.g. c(20,30). If xcut.points=NULL then the n.inter
argument is activated
n.inter if xcut.points=NULL this argument gives the number of intervals in which the
x-variable will be split, with default 10
zvals if TRUE the output matrix contains the individual Z-statistics rather that the Q
statistics
save whether to save the Q-statistics or not with default equal to TRUE. In this case
the functions produce a matrix giving individual Q (or z) statistics and the final
aggregate Q’s
plot whether to plot a visual version of the Q statistics (default is TRUE)
digits.xvar to control the number of digits of the xvar in the plot
... for extra arguments

Details
Note that the function Q.stats behaves differently depending whether the obj or the resid argu-
ment is set. The obj argument produces the Q-statistics (or Z-statistics) table appropriate for centile
estimation (therefore it expect a reasonable large number of observations). The argument resid al-
lows any model residuals, (not necessary GAMLSS), suitable standardised and is appropriate for
any size of data. The resulting table contains only the individuals Z-statistics.

Value
A table containing the Q-statistics or Z-statistics. If plot=TRUE it produces also an graphical repre-
senation of the table.

Author(s)
Mikis Stasinopoulos <[email protected]>, Bob Rigby with contributions from
Elaine Borghie
quantSheets 117

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Royston P. and Wright E. M. (2000) Goodness of fit statistics for the age-specific reference intervals.
Statistics in Medicine, 19, pp 2943-2962.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

quantSheets Quantile Sheets

Description
The quantile sheets function quantSheets() is based on the work of Sabine Schnabe and Paul
Eiler (see references below). The estimation of the quantile curves is done simultaneously by also
smoothing in the direction of y as well as x. This avoids (but do not eliminate completely) the
problem of crossing quantiles.

Usage
quantSheets(y, x, x.lambda = 1, p.lambda = 1, data = NULL,
cent = 100 * pnorm((-4:4) * 2/3),
control = quantSheets.control(...), print = TRUE, ...)

quantSheets.control(x.inter = 10, p.inter = 10, degree = 3, logit = FALSE,

order = 2, kappa = 0, n.cyc = 100, c.crit = 1e-05, plot = TRUE,
power = NULL, ...)

findPower(y, x, data = NULL, lim.trans = c(0, 1.5), prof = FALSE,

118 quantSheets

k = 2, c.crit = 0.01, step = 0.1)

z.scoresQS(object, y, x, plot = FALSE, tol = NULL)

Arguments
y the y variable
x the x variable
x.lambda smoothing parameter in the direction of x
p.lambda smoothing parameter in the direction of y (probabilities)
data the data frame
cent the centile values where the quantile sheets is evaluated
control for the parameters controlling the algorithm
print whether to print the sample percentages
x.inter number of intervals in the x direction for the B-splines
p.inter number of intervals in the probabilities (y-direction) for the B-splines
degree the degree for the B-splines
logit whether to use logit(p) instead of p (probabilities) for the y-axis
order the order of the penalty
kappa is a ridge parameter set to zero (for no ridge effect)
n.cyc number of cycles of the algorithm
c.crit convergence criterion of the algorithm
plot whether to plot the resulting quantile sheets
power The value of the power transformation in the x axis if needed
lim.trans the limits for looking for the power transformation parameter using findPower()
prof whether to use the profile GAIC or optim() to the parameter the power trans-
formation
k the GAIC penalty
step the steps for the profile GAIC if the argument prof of findPower() is TRUE
object a fitted quantSheets object
tol how far out from the range of the y variable should go for estimating the distri-
bution of y using the flexDist() function
... for further arguments

Details
The advantage of quantile sheets is that they estimates simultaneously all the quantiles. This almost
eliminates the problem of crossing quantiles. The method is very fast and useful for exploratory
tool. The function needs two smoothing parameters. Those two parameters have to specified by the
user. They are not estimated automatically. They can be selected by visual inspection.
quantSheets 119

The disadvantages of quantile sheets comes from the fact that like all non-parametric techniques
do not have a goodness of fit measure to change how good is the models and the residuals based
diagnostics are not existence since it is difficult to define residuals in this set up.
In this implementation we do provide residuals by using the flexDist() function from package
gamlss.dist. This is based on the idea that by knowing the quantiles of the distribution we can
reconstruct non parametrically the distribution itself and this is what flexDist() is doing. As a
word of caution, such a construct is based on several assumptions and depends on several smoothing
parameters. Treat those residuals with caution. The same caution should apply to the function
z.scoresQS().

Value
Using the function quantSheets() a quantSheets object is returned having the following meth-
ods: print(), fitted(), predict() and resid().
Using findPower() a single values of the power parameter is returned.
Using z.scoresQS a vector of z-scores is returned.

Author(s)
Mikis Stasinopoulos based on function provided by Paul Eiler and Sabine Schnabe

References
Schnabel, S.K. (2011) Expectile smoothing: new perspectives on asymmetric least squares. An
application to life expectancy, Utrecht University.
Schnabel, S. K and Eilers, P. H. C.(2013) Simultaneous estimation of quantile curves using quantile
sheets, AStA Advances in Statistical Analysis, 97, 1, pp 77-87, Springer.
Schnabel, S. K and Eilers, P. H. (2013) A location-scale model for non-crossing expectile curves,
Stat, 2, 1, pp 171-183.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

See Also
lms: for a parametric equivalent results.

Examples
data(abdom)
m1 <- quantSheets(y,x, data=abdom)
head(fitted(m1))
p1 <- predict(m1, newdata=c(20,30,40))
matpoints(c(20,30,40), p1)
z.scoresQS(m1,y=c(150, 300),x=c(20, 30) )
# If we needed a power transformation not appropriate for this data
findPower(y,x, data=abdom)
120 random

random Specify a random intercept model in a GAMLSS formula

Description

They are two functions for fitting random effects wthin a GAMLSS model, random() and re().
The function random() is based on the original random() function of Trevor Hastie in the package
gam. TIn our version the function has been modified to allow a "local" maximum likelihood estima-
tion of the smoothing parameter lambda. This method is equivalent to the PQL method of Breslow
and Clayton (1993) applied at the local iterations of the algorithm. In fact for a GLM model and a
simple random effect it is equivalent to glmmPQL() function in the package MASS see Venables and
Ripley (2002). Venables and Ripley (2002) claimed that this iterative method was first introduced
by Schall (1991). Note that in order for the "local" maximum likelhood estimation procedure to
operate both argument df and lambda has to be NULL.
The function re() is an interface for calling the lme() function of the package nlme. This gives
the user the abilty to fit comlpicated random effect models while the assumtion of the normal dis-
tribution for the response variable is relaxed. The theoretical justification cames again from the fact
that this is a PQL method, Breslow and Clayton (1993).

Usage

random(x, df = NULL, lambda = NULL, start=10)

re(fixed = ~1, random = NULL, correlation = NULL, method = "ML", ...)

Arguments

x a factor
df the target degrees of freedom
lambda the smoothing parameter lambda which can be viewed as a shrinkage parameter.
start starting value for lambda if local Maximul likelihood is used.
fixed a formula specify the fixed effects of the lme() model. This, in most cases can
be also included in the gamlss parameter formula
random a formula or list specufying the random effect part of the model as in lme()
function
correlation the correlation structure of the lme() model
method which method, "ML" (the default), or "REML"
... this can be used to pass arguments for lmeControl()
random 121

Details

The function random() can be seen as a smoother for use with factors in gamlss(). It allows the
fitted values for a factor predictor to be shrunk towards the overall mean, where the amount of
shrinking depends either on lambda, or on the equivalent degrees of freedom or on the estimated
sigma parameter (default). Similar in spirit to smoothing splines, this fitting method can be justified
on Bayesian grounds or by a random effects model. Note that the behavier of the function is different
from the original Hastie function. Here the function behaves as follows: i) if both df and lambda
are NULL then the PQL method is used ii) if lambda is not NULL, lambda is used for fitting iii) if
lambda is NULL and df is not NULL then df is used for fitting.
Since factors are coded by model.matrix() into a set of contrasts, care has been taken to add an
appropriate "contrast" attribute to the output of random(). This zero contrast results in a column of
zeros in the model matrix, which is aliased with any column and is hence ignored.
The use of the function re() requires knowledge of the use of the function lme() of the pack-
age nlme for the specification of the appropriate random effect model. Some care should betaken
whether the data set is

Value

x is returned with class "smooth", with an attribute named "call" which is to be evaluated in the
backfitting additive.fit() called by gamlss()

Author(s)

For re() Mikis Stasinopoulos and Marco Enea and for random() Trevor Hastie (amended by Mikis
Stasinopoulos),

References

Breslow, N. E. and Clayton, D. G. (1993) Approximate inference in generalized linear mixed mod-
els. Journal of the American Statistical Association 88, 9???25.
Chambers, J. M. and Hastie, T. J. (1991). Statistical Models in S, Chapman and Hall, London.
Pinheiro, Jose C and Bates, Douglas M (2000) Mixed effects models in S and S-PLUS Springer.
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Schall, R. (1991) Estimation in generalized linear models with random effects. Biometrika 78,
719???727.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC. (see also http://www.
gamlss.org/).
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.
122 random

#-------------Example 6 from Pinheiro and Bates (2000) page 239-244-------------

# using corAR1()
data(Ovary)
# AR1
l1 <- lme(follicles~sin(2*pi*Time)+cos(2*pi*Time), data=Ovary,
random=pdDiag(~sin(2*pi*Time)), correlation=corAR1())
# ARMA
l2 <- lme(follicles~sin(2*pi*Time)+cos(2*pi*Time), data=Ovary,
random=pdDiag(~sin(2*pi*Time)), correlation=corARMA(q=2))
# now gamlss
# AR1
t1 <- gamlss(follicles~re(fixed=~sin(2*pi*Time)+cos(2*pi*Time),
random=pdDiag(~sin(2*pi*Time)),
correlation=corAR1()), data=Ovary)
plot(fitted(l1)~fitted(t1))
# ARMA
t2 <- gamlss(follicles~re(fixed=~sin(2*pi*Time)+cos(2*pi*Time),
random=pdDiag(~sin(2*pi*Time)),
correlation=corARMA(q=2)), data=Ovary)
plot(fitted(l2)~fitted(t2))
AIC(t1,t2)
wp(t2, ylim.all=1)
#-------------------------------------------------------------------------------

## End(Not run)

refit Refit a GAMLSS model

Description
This function refits a GAMLSS model. It is useful when the algorithm has not converged after 20
outer iteration (the default value)

Usage
refit(object, ...)

Arguments
object a GAMLSS fitted model which has not converged
... for extra arguments

Details
This function is useful when the iterations have reach the maximum value set by the code(n.cyc) of
the gamlss.control function and the model has not converged yet
residuals.gamlss 125

Value
Returns a GAMLSS fitted model

Note
The function update does a very similar job

Author(s)
Mikis Stasinopoulos <[email protected]>, Bob Rigby

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

residuals.gamlss Extract Residuals from GAMLSS model

Description
residuals.gamlss is the GAMLSS specific method for the generic function residuals which
extracts the residuals for a fitted model. The abbreviated form resid is an alias for residuals.

Usage
## S3 method for class 'gamlss'
residuals(object, what = c("z-scores", "mu", "sigma", "nu", "tau"),
type = c("simple", "weighted", "partial"),
terms=NULL, ...)
126 residuals.gamlss

Arguments
object a GAMLSS fitted model
what specify whether the standardized residuals are required, called here the "z-scores",
or residuals for a specific parameter
type the type of residual if residuals for a parameter are required
terms if type is "partial" this specifies which term is required
... for extra arguments

Details
The "z-scores" residuals saved in a GAMLSS object are the normalized (randomized) quantile resid-
uals (see Dunn and Smyth, 1996). Randomization is only needed for the discrete family distribu-
tions, see also rqres.plot. Residuals for a specific parameter can be "simple" = (working variable
- linear predictor), "weighted"= sqrt(working weights)*(working variable - linear predictor) or "par-
tial"= (working variable - linear predictor)+contribution of specific terms.

Value
a vector or a matrix of the appropriate residuals of a GAMLSS model. Note that when weights are
used in the fitting the length of the residuals can be different from N the length of the fitted values.
Observations with weights equal to zero are not appearing in the residuals. Also observations with
frequencies as weights will appear more than once according to their frequencies.

Note
The "weighted" residuals of a specified parameter can be zero and one if the square of first derivative
have been used in the fitting of this parameter

Author(s)
Mikis Stasinopoulos <[email protected]>, Bob Rigby

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

See Also
print.gamlss, summary.gamlss, fitted.gamlss, coef.gamlss, residuals.gamlss, update.gamlss,
plot.gamlss, deviance.gamlss, formula.gamlss
ri 127

Examples
data(aids)
h<-gamlss(y~poly(x,3)+qrt, family=NBI, data=aids) #
plot(aids$x,resid(h))
plot(aids$x,resid(h,"sigma") )
rm(h)

ri Specify ridge or lasso Regression within a GAMLSS Formula

Description
The function ri() allow the user to fit a ridge regression within GAMLSS. It allows the coefficients
of a set of explanatory variables to be shrunk towards zero. The amount of shrinking depends either
on lambda, or on the equivalent degrees of freedom (df). The type of shrinking depends on the
argument Lp see example.

Usage
ri(X = NULL, x.vars = NULL, df = NULL, lambda = NULL,
method = c("ML", "GAIC"), order = 0, start = 10, Lp = 2,
kappa = 1e-05, iter = 100, c.crit = 1e-06, k = 2)

Arguments
X A matrix of explanatory variables X which is standardised (mean=0, sd=1) auto-
matically. Note that in order to get predictions you should use the option x.vars
x.vars which variables from the data.frame declared in data needs to be included.
This is a way to fit the model if predictions are required.
df the effective degrees of freedom df
lambda the smoothing parameter lambda
method which method is used for the estimation of the smoothing parameter, ‘ML’ or
‘GAIC’ are allowed.
order the order of the difference applied to the coefficients with default zero. (Do not
change this unless there is some ordering in the explanatory variables).)
start starting value for lambda if it estimated using ‘ML’ or ‘GAIC’
Lp The type of penalty required, Lp=2 a proper ridge regression is the default. Use
codeLp=1 for lasso and different values for different penalties.
kappa a regulation parameters used for the weights in the penalties.
iter the number of internal iteration allowed see details.
c.crit c.crit is the convergent criterion
k k is the penalty if ‘GAIC’ method is used.
128 ri

Details
This implementation of ridge and related regressions is based on an idea of Paul Eilers which used
weights in the penalty matrix. The type of weights are defined by the argument Lp. Lp=2 is the
standard ridge regression, Lp=1 fits a lasso regression while Lp=0 allows a "best subset"" regression
see Hastie et al (2009) page 71.

Value
x is returned with class "smooth", with an attribute named "call" which is to be evaluated in the
backfitting additive.fit() called by gamlss()

Author(s)
Mikis Stasinopoulos <[email protected]>, Bob Rigby and Paul Eilers

See Also
gamlss

Examples
# USAIR DATA
# standarise data 1-------------------------------------------------------------
# ridge
m1<- gamlss(y~ri(x.vars=c("x1","x2","x3","x4","x5","x6")),
data=usair)
# lasso
m2<- gamlss(y~ri(x.vars=c("x1","x2","x3","x4","x5","x6"), Lp=1),
data=usair)
# best subset
m3<- gamlss(y~ri(x.vars=c("x1","x2","x3","x4","x5","x6"), Lp=0),
data=usair)
#-------- plotting the coefficients
op <- par(mfrow=c(3,1))
plot(getSmo(m1)) #
plot(getSmo(m2))
rqres.plot 129

plot(getSmo(m3))
par(op)

rqres.plot Creating and Plotting Randomized Quantile Residuals

Description
This function plots worm plots, van Buuren and Fredriks M. (2001), or QQ-plots of the normalized
randomized quantile residuals (Dunn and Smyth, 1996) for a model using a discrete GAMLSS
family distribution.

Usage
rqres.plot(obj = NULL, howmany = 6, plot.type = c("few", "all"),
type = c("wp", "QQ"), xlim = NULL, ylim = NULL, ...)
get.rqres(obj = NULL, howmany = 10, order = FALSE)

Arguments
obj a fitted GAMLSS model object from a "discrete" type of family
howmany The number randomise quantile residuals required i.e. howmany=6
plot.type whether to plot few of the randomised quantile residual realisations, "few" in
a separate plots (there must be less than 8) or all "all" in one plot (with their
median)
type whether to plot worm plots "wp"or QQ plots "QQ" with default worm plots
xlim setting manually the xlim of the graph
ylim setting manually the ylim of the graph
order whether to order the ealization of randomised quantile residuals
... for extra arguments to be passed to wp()

Details
For discrete family distributions, the gamlss() function saves on exit one realization of randomized
quantile residuals which can be plotted using the generic function plot which calls the plot.gamlss.
Looking at only one realization can be misleading, so the current function creates QQ-plots for sev-
eral realizations. The function allows up to 10 QQ-plots to be plotted. Occasionally one wishes
to create a lot of realizations and then take a median of them (separately for each ordered value)
to create a single median realization. The option all in combinations with the option howmany
creates a QQ-plot of the medians of the normalized randomized quantile residuals. These ’median’
randomized quantile residuals can be saved using the option (save=TRUE).

Value
If save it is TRUE then the vector of the median residuals is saved.
130 Rsq

Author(s)
Mikis Stasinopoulos <[email protected]>

References
Dunn, P. K. and Smyth, G. K. (1996) Randomised quantile residuals, J. Comput. Graph. Statist., 5,
236–244
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC. (see also http://www.
gamlss.org/).
van Buuren and Fredriks M. (2001) Worm plot: simple diagnostic device for modelling growth
reference curves. Statistics in Medicine, 20, 1259–1277

Rsq Generalised (Pseudo) R-squared for GAMLSS models

Description
This function gives the generalised R-squared of Nagelkerke (1991) for a GAMLSS model.

Usage
Rsq(object, type = c("Cox Snell","Cragg Uhler","both"))

Arguments
object a GAMLSS object
type which definition of R squared. Can be the "Cox Snell" or the Nagelkerke, "Cragg
Uhler" or "both".
Rsq 131

Details
The Rsq() function uses the definition for R-squared:
!(
2 L(0)
R =1− 2/n)
L(θ̂)

where L(0) is the null model (only a constant is fitted to all parameters) and L(θ̂) is the current fitted
model. This definition sometimes is referred to as the Cox & Snell R-squared. The Nagelkerke
/Cragg & Uhler’s definition divides the above with

1 − L(0)( 2/n)

Value
The Rsq() produces a single value if type="Cox Snell" or "Cragg Uhler" and a list if type="both".

Note
The null model is fitted using the function gamlssML() which can create warning messages

Author(s)
Mikis Stasinopoulos <[email protected]>

References
Nagelkerke, N. J. (1991). A note on a general definition of the coefficient of determination.
Biometrika, 78(3), 691-692.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

rvcov Robust Variance-Covariance matrix of the parameters from a fitted

GAMLSS model

Description

The function rvcov() is design for providing robust standard errors for the parameters estimates of
a GAMLSS fitted model. The same result can be achieved by using vcov(fitted_model,robust=TRUE).
The function get.() gets the K matrix (see details below).

Usage

rvcov(object, type = c("vcov", "cor", "se", "coef", "all"),

hessian.fun = c("R", "PB") )
get.K(object, what = c("K", "Deriv"))

Arguments

object a GAMLSS fitted object

type this argument for rvcov() function whether variance-covariance matrix, corre-
lation matrix, standard errors or all of them
what this an argument for the function ket.K() allowing to get either K or the
first derivative of the likelihood with respect to the parameters (the β’s in the
GAMLSS notation).
hessian.fun How to obtain numerically the Hessian i) using optimHess(), option "R" ii)
using a function by Pinheiro and Bates taken from package nlme, option "PB".

Details

The robust standard errors are calculated for the robust sandwich estimator of the variance-covariance
given by S = V KV where V is the standard variance-covariance matrix (the inverse of the infor-
mation matrix) and K is an estimate of the variance of he first derivatives of he likelihood. The
function get.K() is use the get the required K matrix.

Value

A variance covariance matrix or other relevant output

Author(s)

Mikis Stasinopoulos <[email protected]>, Bob Rigby and Vlasios Voudouris

stepGAIC 133

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

stepGAIC Choose a model by GAIC in a Stepwise Algorithm

Description
The function stepGAIC() performs stepwise model selection using a Generalized Akaike Informa-
tion Criterion (GAIC). It is based on the function stepAIC() given in the library MASS of Venables
and Ripley (2002). The function has been changed recently to allow parallel computation. The par-
allel computations are similar to the ones performed in the function boot() of the boot package.
Note that since version 4.3-5 of gamlss the stepGAIC() do not have the option of using the function
stepGAIC.CH through the argument additive.
134 stepGAIC

Note that stepGAIC() is relying to the dropterm() and addterm() methods applyied to gamlss ob-
jects. drop1() and add1() are equivalent methods to the dropterm() and addterm() respectivelly
but with different default arguments (see the examples).
The function stepGAIC.VR() is the old version of stepGAIC() with no parallel computations.
The function stepGAIC.CH is based on the S function step.gam() (see Chambers and Hastie
(1991)) and it is more suited for model with smoothing additive terms when the degrees of freedom
for smoothing are fixed in advance. This is something which rarely used these days, as most of the
smoothing functions allow the calculations of the smoothing parameter, see for example the additive
function pb()).
The functions stepGAIC.VR() and stepGAIC.CH() have been adapted to work with gamlss objects
and the main difference is the scope argument, see below.
While the functions stepGAIC() is used to build models for individual parameters of the distribu-
tion of the response variable, the functions stepGAICAll.A() and stepGAICAll.A() are building
models for all the parameters.
The functions stepGAICAll.A() and stepGAICAll.B() are based on the stepGAIC() function but
use different strategies for selecting a appropriate final model.
stepGAICAll.A() has the following strategy:
Strategy A:
i) build a model for mu using a forward approach.
ii) given the model for mu build a model for sigma (forward)
iii) given the models for mu and sigma build a model for nu (forward)
iv) given the models for mu, sigma and nu build a model for tau (forward)
v) given the models for mu, sigma, nu and tau check whether the terms for nu are needed using
backward elimination.
vi) given the models for mu, sigma, nu and tau check whether the terms for sigma are needed
(backward).
vii) given the models for mu, sigma, nu and tau check whether the terms for mu are needed (back-
ward).
Note for this strategy to work the scope argument should be set appropriately.
stepGAICAll.B() uses the same procedure as the function stepGAIC() but each term in the scope
is fitted to all the parameters of the distribution, rather than the one specified by the argument what
of stepGAIC(). The stepGAICAll.B() relies on the add1All() and drop1All() functions for the
selection of variabes.

Usage

stepGAIC(object, scope, direction = c("both", "backward", "forward"),

trace = T, keep = NULL, steps = 1000, scale = 0,
what = c("mu", "sigma", "nu", "tau"), parameter= NULL, k = 2,
parallel = c("no", "multicore", "snow"), ncpus = 1L, cl = NULL,
...)

stepGAIC.VR(object, scope, direction = c("both", "backward", "forward"),

stepGAIC 135

trace = T, keep = NULL, steps = 1000, scale = 0,

what = c("mu", "sigma", "nu", "tau"), parameter= NULL, k = 2,
...)

stepGAIC.CH(object, scope = gamlss.scope(model.frame(object)),

direction = c("both", "backward", "forward"), trace = T,
keep = NULL, steps = 1000, what = c("mu", "sigma", "nu", "tau"),
parameter= NULL, k = 2, ...)

stepGAICAll.A(object, scope = NULL, sigma.scope = NULL, nu.scope = NULL,

tau.scope = NULL, mu.try = TRUE, sigma.try = TRUE,
nu.try = TRUE, tau.try = TRUE,
parallel = c("no", "multicore", "snow"), ncpus = 1L,
cl = NULL, ...)

stepGAICAll.B(object, scope, direction = c("both", "backward", "forward"),

trace = T, keep = NULL, steps = 1000, scale = 0, k = 2,
parallel = c("no", "multicore", "snow"), ncpus = 1L,
cl = NULL, ...)

drop1All(object, scope, test = c("Chisq", "none"), k = 2, sorted = FALSE,

trace = FALSE, parallel = c("no", "multicore", "snow"),
ncpus = 1L, cl = NULL, ...)

add1All(object, scope, test = c("Chisq", "none"), k = 2, sorted = FALSE,

trace = FALSE, parallel = c("no", "multicore", "snow"),
ncpus = 1L, cl = NULL, ...)

Arguments
object an gamlss object. This is used as the initial model in the stepwise search.
scope defines the range of models examined in the stepwise search. For the function
stepAIC() this should be either a single formula, or a list containing compo-
nents upper and lower, both formulae. See the details for how to specify the
formulae and how they are used. For the function stepGAIC the scope defines
the range of models examined in the step-wise search. It is a list of formulas,
with each formula corresponding to a term in the model. A 1 in the formula
allows the additional option of leaving the term out of the model entirely. +
direction the mode of stepwise search, can be one of both, backward, or forward, with a
default of both. If the scope argument is missing the default for direction is
backward.
trace if positive, information is printed during the running of stepAIC. Larger values
may give more information on the fitting process.
keep a filter function whose input is a fitted model object and the associated ’AIC’
statistic, and whose output is arbitrary. Typically ’keep’ will select a subset
136 stepGAIC

of the components of the object and return them. The default is not to keep
anything.
steps the maximum number of steps to be considered. The default is 1000 (essentially
as many as required). It is typically used to stop the process early.
scale scale is nor used in gamlss
what which distribution parameter is required, default what="mu"
parameter equivalent to what
k the multiple of the number of degrees of freedom used for the penalty. Only ’k =
2’ gives the genuine AIC: ’k = log(n)’ is sometimes referred to as BIC or SBC.
parallel The type of parallel operation to be used (if any). If missing, the default is "no".
ncpus integer: number of processes to be used in parallel operation: typically one
would chose this to the number of available CPUs.
cl An optional parallel or snow cluster for use if parallel = "snow". If not
supplied, a cluster on the local machine is created for the duration of the call.
sigma.scope scope for sigma if different to scope in stepGAICAll.A()
nu.scope scope for nu if different to scope in stepGAICAll.A()
tau.scope scope for tau if different to scope in stepGAICAll.A()
mu.try The default value is is TRUE, set to FALSE if no model for mu is needed
sigma.try The default value is TRUE, set to FALSE if no model for sigma is needed
nu.try The default value is TRUE, set to FALSE if no model for nu is needed
tau.try The default value is TRUE, set to FALSE if no model for tau is needed
test whether to print the chi-square test or not
sorted whether to sort the results
... any additional arguments to ’extractAIC’. (None are currently used.)

Details
The set of models searched is determined by the scope argument.
For the function stepGAIC.VR() the right-hand-side of its lower component is always included
in the model, and right-hand-side of the model is included in the upper component. If scope is
a single formula, it specifies the upper component, and the lower model is empty. If scope is
missing, the initial model is used as the upper model.
Models specified by scope can be templates to update object as used by update.formula.
For the function stepGAIC.CH() each of the formulas in scope specifies a "regimen" of candidate
forms in which the particular term may enter the model. For example, a term formula might be
~ x1 + log(x1) + cs(x1, df=3)
This means that x1 could either appear linearly, linearly in its logarithm, or as a smooth function
estimated non-parametrically. Every term in the model is described by such a term formula, and the
final model is built up by selecting a component from each formula.
The function gamlss.scope similar to the S gam.scope() in Chambers and Hastie (1991) can be
used to create automatically term formulae from specified data or model frames.
stepGAIC 137

The supplied model object is used as the starting model, and hence there is the requirement that one
term from each of the term formulas of the parameters be present in the formula of the distribution
parameter. This also implies that any terms in formula of the distribution parameter not contained
in any of the term formulas will be forced to be present in every model considered.
When the smoother used in gamlss modelling belongs to the new generation of smoothers allowing
the determination of the smoothing parameters automatically (i.e. pb(), cy()) then the function
stepGAIC.VR() can be used for model selection (see example below).

Value
the stepwise-selected model is returned, with up to two additional components. There is an ’"anova"’
component corresponding to the steps taken in the search, as well as a ’"keep"’ component if the
’keep=’ argument was supplied in the call. The ’"Resid. Dev"’ column of the analysis of deviance
table refers to a constant minus twice the maximized log likelihood
The function stepGAICAll.A() returns with a component "anovaAll" containing all the different
anova tables used in the process.

Author(s)
Mikis Stasinopoulos based on functions in MASS library and in Statistical Models in S

References
Chambers, J. M. and Hastie, T. J. (1991). Statistical Models in S, Chapman and Hall, London.
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC. (see also http://www.
gamlss.org/).
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.

drop1All(mod1, parallel="snow", ncpus=nC)

add1All(mod0, scope=as.formula(paste("~", paste(names(usair[-1]),
collapse="+"))), parallel="snow", ncpus=nC)
mod8<-stepGAICAll.B(mod0, scope=list(lower=~1,upper=~x1+x2+x3+x4+x5+x6))
#-----------------------------------------------------------------------------=-
#------------------------------------------------------------------------------

## End(Not run)

summary.gamlss Summarizes a GAMLSS fitted model

Description
summary.gamlss is the GAMLSS specific method for the generic function summary which summa-
rize objects returned by modelling functions.

Usage
## S3 method for class 'gamlss'
summary(object, type = c("vcov", "qr"),
robust=FALSE, save = FALSE,
hessian.fun = c("R", "PB"),
digits = max(3, getOption("digits") - 3),...)

Arguments
object a GAMLSS fitted model
type the default value vcov uses the vcov() method for gamlss to get the variance-
covariance matrix of the estimated beta coefficients, see details below. The alter-
native qr is the original method used in gamlss to estimated the standard errors
but it is not reliable since it do not take into the account the inter-correlation
between the distributional parameters mu, sigma, nu and tau.
robust whether robust (sandwich) standard errors are required
save whether to save the environment of the function so to have access to its values
hessian.fun whether when calculate the Hessian should use the "R" function optimHess()
or a function based on Pinheiro and Bates nlme package, "PB".
digits the number of digits in the output
... for extra arguments

Details
Using the default value type="vcov", the vcov() method for gamlss is used to get the variance
covariance matrix (and consequently the standard errors) of the beta parameters. The variance co-
variance matrix is calculated using the inverse of the numerical second derivatives of the observed
information matrix. This is a more reliable method since it take into the account the inter-correlation
140 term.plot

between the all the parameters. The type="qr" assumes that the parameters are fixed at the es-
timated values. Note that both methods are not appropriate and should be used with caution if
smoothing terms are used in the fitting.

Value

Print summary of a GAMLSS object

Author(s)

Mikis Stasinopoulos <[email protected]>, Bob Rigby and Calliope Akantzil-

iotou

References

See Also

gamlss, deviance.gamlss, fitted.gamlss

Examples
data(aids)
h<-gamlss(y~poly(x,3)+qrt, family=PO, data=aids) #
summary(h)
rm(h)

term.plot Plot regression terms for a specified parameter of a fitted GAMLSS

object

Description

Plots regression terms against their predictors, optionally with standard errors and partial residuals
added. It is based on the R function termplot but is suitably changed to apply to GAMLSS objects.
term.plot 141

Usage
term.plot(object, what = c("mu", "sigma", "nu", "tau"),
parameter= NULL, data = NULL,
envir = environment(formula(object)), partial.resid = FALSE,
rug = FALSE, terms = NULL, se = TRUE, ylim = c("common", "free"),
scheme = c("shaded", "lines"), xlabs = NULL, ylabs = NULL,
main = NULL, pages = 0, col.term = "darkred",
col.se = "orange", col.shaded = "gray", col.res = "lightblue",
col.rug = "gray", lwd.term = 1.5, lty.se = 2, lwd.se = 1,
cex.res = 1, pch.res = par("pch"),
ask = interactive() && nb.fig < n.tms && .Device != "postscript",
use.factor.levels = TRUE, surface.gam = FALSE,
polys = NULL, polys.scheme = "topo",...)

Arguments
object a fitted GAMLSS object
what the required parameter of the GAMLSS distribution i.e. "mu"
parameter equivalent to what
data data frame in which variables in object can be found
envir environment in which variables in object can be found
partial.resid logical; should partial residuals be plotted or not
rug add rug plots (jitter 1-d histograms) to the axes?
terms which terms to be plotted (default ’NULL’ means all terms)
se plot point-wise standard errors?
ylim there are two options here a) "common" and b) "free". The "common" option
plots all figures with the same ylim range and therefore allows the viewer to
check the relative contribution of each terms compate to the rest. In the‘free’
option the limits are computed for each plot seperatly.
scheme whether the se’s should appear shaded or as lines
xlabs vector of labels for the x axes
ylabs vector of labels for the y axes
main logical, or vector of main titles; if ’TRUE’, the model’s call is taken as main
title, ’NULL’ or ’FALSE’ mean no titles.
pages in how many pages the plot should appear. The default is 0 which allows differnt
page for each plot
col.term the colour of the term line
col.se the colour of the se’s lines
col.shaded the colour of the shaded area
col.res the colour of the partial residuals
col.rug the colour of the rug
142 term.plot

lwd.term line width of the fitted terms

lty.se line ype for standard errors
lwd.se line width for the stadard errors
cex.res plotting character expansion for the parsial residuals
pch.res characters for points in the parsial residuals
ask logical; if ’TRUE’, the user is asked before each plot, see ’par(ask=.)’.
use.factor.levels
Should x-axis ticks use factor levels or numbers for factor terms?
surface.gam whether to use surface plot if a ga() term is fitted
polys The polygone nformation filr for MRF models
polys.scheme Color scheme for polygones for RMF models
... other graphical parameters

Details
The function uses the lpred function of GAMLSS. The ’data’ argument should rarely be needed,
but in some cases ’termplot’ may be unable to reconstruct the original data frame. Using ’na.action=na.exclude’
makes these problems less likely. Nothing sensible happens for interaction terms.

Value
a plot of fitted terms.

Author(s)
Mikis Stasinopoulos based on the existing termplot() function

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).

update.gamlss Update and Re-fit a GAMLSS Model

Description
update.gamlss is the GAMLSS specific method for the generic function update which updates
and (by default) refits a GAMLSS model.

Usage
## S3 method for class 'gamlss'
update(object, formula., ...,
what = c("mu", "sigma", "nu", "tau", "All"),
parameter= NULL, evaluate = TRUE)

Arguments
object a GAMLSS fitted model
formula. the formula to update
... for updating argument in gamlss()
what the parameter in which the formula needs updating for example "mu", "sigma",
"nu" "tau" or "All". If "All" all the formulae are updated. Note that the what
argument has an effect only if only if the argument formula. is set
parameter equivalent to what
evaluate whether to evaluate the call or not

Value
Returns a GAMLSS call or fitted object.

Author(s)
Mikis Stasinopoulos <[email protected]>, Bob Rigby

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).
144 VC.test

See Also
print.gamlss, summary.gamlss, fitted.gamlss, coef.gamlss, residuals.gamlss, plot.gamlss,
deviance.gamlss, formula.gamlss

Examples
data(aids)
# fit a poisson model
h.po <-gamlss(y~pb(x)+qrt, family=PO, data=aids)
# update with a negative binomial
h.nb <-update(h.po, family=NBI)
# update the smoothing
h.nb1 <-update(h.nb,~cs(x,8)+qrt)
# remove qrt
h.nb2 <-update(h.nb1,~.-qrt)
# put back qrt take log of y and fit a normal distribution
h.nb3 <-update(h.nb1,log(.)~.+qrt, family=NO)
# verify that it is the same
h.no<-gamlss(log(y)~cs(x,8)+qrt,data=aids )

VC.test Vuong and Clarke tests

Description
The Vuong and Clarke tests for GAMLSS fitted models.

Usage
VC.test(obj1, obj2, sig.lev = 0.05)

Arguments
obj1 The first fitted gamlss object
obj2 The second fitted gamlss object
sig.lev Significance level used for testing.

Details
The Vuong (1989) and Clarke (2007) tests are likelihood-ratio-based tests for model selection that
use the Kullback-Leibler information criterion. The implemented tests can be used for choosing
between two bivariate models which are non necessary nested.
In the Vuong test, the null hypothesis is that the two models are equally close to the actual model,
whereas the alternative is that one model is closer. The test follows asymptotically a standard
normal distribution under the null. Assume that the critical region is (-c,c), where c is typically
set to 1.96. If the value of the test is greater than c then we reject the null hypothesis that the models
are equivalent in favour of the model in obj1. Vice-versa if the value is smaller than -c we reject
VC.test 145

the null hypothesis that the models are equivalent in favour of the model in obj2. If the value falls
within (-c,c0) then we cannot discriminate between the two competing models given the data.
In the Clarke test, if the two models are statistically equivalent then the log-likelihood ratios of
the observations should be evenly distributed around zero and around half of the ratios should be
larger than zero. The test follows asymptotically a binomial distribution with parameters n and
0.5. Critical values can be obtained as shown in Clarke (2007). Intuitively, the model in obj1 is
preferred over that in obj2 if the value of the test is significantly larger than its expected value under
the null hypothesis (’coden/2), and vice versa. If the value is not significantly different from n/2
then obj1 can be thought of as equivalent to obj2.

Value

For the Vuong test it returns its value and the decision and for the Clarke test returns the value the
p-value and the decision. Decisions criteria are as discussed above.

Author(s)

Mikis Stasinopoulos and Giampierro Marra

References

Clarke K. (2007), A Simple Distribution-Free Test for Non-Nested Model Selection. Political Anal-
ysis, 15, 347-363.
Vuong Q.H. (1989), Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses.
Econometrica, 57(2), 307-333.

See Also

LR.test

Examples

library(gamlss)
# fitting different models
m0 <- gamlss(y~x+qrt, data=aids, family=PO)
m1 <- gamlss(y~pb(x)+qrt, data=aids, family=PO)
m2 <- gamlss(y~pb(x)+qrt, data=aids, family=NBI)
# comparison of the mdels
VC.test(m0,m2)
VC.test(m0,m1)
VC.test(m1,m2)
146 wp

wp Worm plot

Description
Provides a single plot or multiple worm plots for a GAMLSS fitted or more general for any fitted
models where the method resid() exist and the residuals are defined sensibly. The worm plot
(a de-trended QQ-plot), van Buuren and Fredriks M. (2001), is a diagnostic tool for checking the
residuals within different ranges (by default not overlapping) of the explanatory variable(s).

Usage
wp(object = NULL, xvar = NULL, resid = NULL, n.inter = 4,
xcut.points = NULL, overlap = 0, xlim.all = 4,
xlim.worm = 3.5, show.given = TRUE, line = TRUE,
ylim.all = 12 * sqrt(1/length(resid)),
ylim.worm = 12 * sqrt(n.inter/length(resid)),
cex = 1, cex.lab = 1, pch = 21, bg = "wheat",
col = "red", bar.bg = c(num = "light blue"), ...)

Arguments
object a GAMLSS fitted object or any other fitted model where the resid() method
works (preferably it should be standardised or quantile residuals)
xvar the explanatory variable(s) against which the worm plots will be plotted. If
only one variable is involved use xvar=x1 if two variables are involved use
xvar=~x1*x2. See also note below for use of formula if the data argument is
not found in the fitted model
resid if object is missing this argument can be used to specify the residual vector
(again it should a quantile residuals or it be assumed to come from a normal
distribution)
n.inter the number of intervals in which the explanatory variable xvar will be cut
xcut.points the x-axis cut off points e.g. c(20,30). If xcut.points=NULL then the n.inter
argument is activated
overlap how much overlapping in the xvar intervals. Default value is overlap=0 for
non overlapping intervals
xlim.all for the single plot, this value is the x-variable limit, default is xlim.all=4
xlim.worm for multiple plots, this value is the x-variable limit, default is xlim.worm=3.5
show.given whether to show the x-variable intervals in the top of the graph, default is
show.given=TRUE
line whether to plot the polynomial line in the worm plot, default value is line=TRUE
ylim.all for the single plot, this value is the y-variable limit, default value is ylim.all=12*sqrt(1/length(fitted
ylim.worm for multiple plots, this values is the y-variable limit, default value is ylim.worm=12*sqrt(n.inter/lengt
wp 147

cex the cex plotting parameter for changing the side of worm with default cex=1
cex.lab the cex plotting parameter for changing the size of the axis labels
pch the pch plotting parameter with default pch=21
bg The background colour of the worm plot points
col the colour of the fitted (and horizontal and vertical) lines
bar.bg the colour of the bars when xvar is used
... for extra arguments

Details
If the xvar argument is not specified then a single worm plot is used. In this case a worm plot is a
de-trended normal QQ-plot so departure from normality is highlighted.
If a single xvar is specified (with or without the use of a formula) i.e. xvar=x1 or xvar=~x1) then
we have as many worm plot as n.iter. In this case the x-variable is cut into n.iter intervals with
an equal number observations and de-trended normal QQ (i.e. worm) plots for each interval are
plotted. This is a way of highlighting failures of the model within different ranges of the the single
explanatory variable. The fitted coefficients from fitting cubic polynomials to the residuals (within
each x-variable interval) can be obtain by e.g. coeffs<-wp(model1,xvar=x,n.iner=9). van Bu-
uren and Fredriks M. (2001) used these residuals to identify regions (intervals) of the explanatory
variable within which the model does not fit adequately the data (called "model violation")
Two variables can be displayed with the use of a formula, i.e. xvar=~x1*x2. In this case the
n.inter can be a vector with two values.

Value
For multiple plots the xvar intervals and the coefficients of the fitted cubic polynomials to the
residuals (within each xvar interval) are returned.

Note
Note that the wp() function, if the argument object is used, is looking for the data argument of the
object. If the argument data exists it uses its environment to find xvar (whether it is a formula or
not). As a result if data exists within object xvar=~x*f can be used (assuming that x and f are in
the data) otherwise the variable should be explicitly defined i.e. xvar=~data$x*data$f.

Author(s)
Mikis Stasinopoulos and Bob Rigby

References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, 1-38.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.
148 wp

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible
Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC. (see also http://www.
gamlss.org/).
van Buuren and Fredriks M. (2001) Worm plot: simple diagnostic device for modelling growth
reference curves. Statistics in Medicine, 20, 1259–1277

# one continuous and one categorical

wp(m1, xvar=~Fl*loc, ylim.worm=1.5, n.inter=4)
# two categorical
wp(m1, xvar=~B*loc, ylim.worm=1.5, n.inter=4)

## End(Not run)

z.scores Z-scores for lms objects

Description
This creates z-scores for new values of y and x given a fitted lms object.

Usage
z.scores(object, y, x)

Arguments
object a lms fitted object
y new y values
x new x values

Details
This is simply a job that can be also done by centiles.pred().

Value
the required z-scores

Author(s)
Mikis Stasinopoulos

References
Cole, T. J. (1994) Do growth chart centiles need a face lift? BMJ, 308–641.
Cole, T. J. and Green, P. J. (1992) Smoothing reference centile curves: the LMS method and penal-
ized likelihood, Statist. Med. 11, 1305–1319
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and
shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape
(GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.
org/v23/i07.Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017)
Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also http://www.gamlss.org/).
150 z.scores

∗Topic Statistical Models gamlss.scope, 53

getQuantile, 66 gamlssML, 54
∗Topic distribution gamlssVGD, 57
fitDist, 34 gen.likelihood, 63
gamlss-package, 3 getPEF, 64
histSmo, 72 getQuantile, 66
loglogSurv, 82 getSmo, 68
plot.histSmo, 98 glim.control, 69
∗Topic package histDist, 70
gamlss-package, 3 IC, 75
∗Topic regeression lms, 77
pcat, 92 lo, 79
∗Topic regression lpred, 85
additive.fit, 8 LR.test, 87
bfp, 9 model.frame.gamlss, 88
calibration, 11 numeric.deriv, 89
centiles, 13 par.plot, 90
centiles.com, 15 pdf.plot, 94
centiles.pred, 17 plot.gamlss, 96
centiles.split, 19 plot2way, 99
coef.gamlss, 21 polyS, 100
cs, 22 predict.gamlss, 101
deviance.gamlss, 25 print.gamlss, 104
devianceIncr, 27 prof.dev, 105
dtop, 28 prof.term, 107
edf, 30 ps, 109
find.hyper, 31 Q.stats, 115
fitDist, 34 quantSheets, 117
fitted.gamlss, 38 random, 120
fittedPlot, 39 refit, 124
formula.gamlss, 40 residuals.gamlss, 125
gamlss, 41 ri, 127
gamlss-package, 3 rqres.plot, 129
gamlss.control, 46 Rsq, 130
gamlss.cs, 48 rvcov, 132
gamlss.fp, 49 stepGAIC, 133
gamlss.lo, 50 summary.gamlss, 139
gamlss.ps, 51 term.plot, 140
gamlss.random, 52 update.gamlss, 143

151
152 INDEX

VC.test, 144 fitted.gamlss, 22, 26, 38, 39, 41, 104, 126,
wp, 146 140, 144
z.scores, 149 fittedPlot, 39
∗Topic regresson formula.gamlss, 39, 40, 126, 144
acfResid, 7 fp, 50
∗Topic ts fp (bfp), 9
acfResid, 7 fv (fitted.gamlss), 38

acf, 8 GAIC, 131

acfResid, 7 GAIC (IC), 75
add1All (stepGAIC), 133 gamlss, 9, 11, 15, 16, 18, 21, 22, 25, 31, 33,
add1TGD (gamlssVGD), 57 37, 40, 41, 41, 47, 48, 50–53, 56, 65,
additive.fit, 8, 9, 109 67, 70, 72, 77, 79, 87, 89, 91, 96, 97,
AIC.gamlss (IC), 75 101, 104, 106, 108, 112, 117, 122,
125, 128–130, 140, 148
bfp, 9 gamlss-package, 3
gamlss.control, 43, 46
calibration, 11, 79 gamlss.cs, 23, 25, 48
centiles, 12, 13, 16, 18, 19, 21, 40, 79 gamlss.cy, 109
centiles.com, 15, 15, 21 gamlss.cy (gamlss.ps), 51
centiles.fan, 12 gamlss.dist, 6
centiles.pred, 17, 150 gamlss.family, 11, 26, 42–45, 55, 56, 72
centiles.split, 15, 16, 18, 19, 40, 117 gamlss.fp, 9, 49
chooseDist (fitDist), 34 gamlss.lo, 50, 101
chooseDistPred (fitDist), 34 gamlss.pb, 109
coef.gamlss, 21, 26, 39, 126, 144 gamlss.pb (gamlss.ps), 51
cs, 22, 48, 74, 82, 112 gamlss.pbc, 109
CV (gamlssVGD), 57 gamlss.pbc (gamlss.ps), 51
cy, 52 gamlss.pbm, 109
cy (ps), 109 gamlss.pbm (gamlss.ps), 51
gamlss.pbo, 109
deviance, 27 gamlss.pbo (gamlss.ps), 51
deviance.gamlss, 22, 25, 39, 41, 104, 126, gamlss.pbp (gamlss.ps), 51
140, 144 gamlss.pbz, 109
devianceIncr, 27 gamlss.pbz (gamlss.ps), 51
drop1All (stepGAIC), 133 gamlss.pcat (pcat), 92
drop1TGD (gamlssVGD), 57 gamlss.pp (gamlss.fp), 49
dropterm, 87 gamlss.ps, 51, 109, 112
dtop, 28 gamlss.pvc, 109
gamlss.pvc (gamlss.ps), 51
ECDF (loglogSurv), 82 gamlss.random, 52, 122
edf, 30 gamlss.re (gamlss.random), 52
edfAll (edf), 30 gamlss.ri (gamlss.ps), 51
extractAIC.gamlss (IC), 75 gamlss.scope, 53, 137
gamlssCV (gamlssVGD), 57
find.hyper, 31, 45 gamlssML, 37, 54
findPower (quantSheets), 117 gamlssMLpred (gamlssML), 54
fitDist, 34 gamlssNews (gamlss), 41
fitDistPred (fitDist), 34 gamlssVGD, 54, 57
INDEX 153

gen.likelihood, 63 pbp (ps), 109

get.K (rvcov), 132 pbz (ps), 109
get.rqres (rqres.plot), 129 pcat, 92
getOrder (fitDist), 34 pdf.plot, 45, 94
getPEF, 64, 67 plot.gamlss, 33, 39, 96, 126, 130, 144, 148
getQuantile, 66 plot.histSmo, 98
getSmo, 68 plot2way, 99
getTGD (gamlssVGD), 57 plotDF (pcat), 92
getZmatrix (ps), 109 plotLambda (pcat), 92
glim.control, 43, 69 poly.matrix (polyS), 100
polyS, 100
histDist, 70 pp (bfp), 9
histSmo, 72, 99 predict.gamlss, 86, 101
histSmoC (histSmo), 72 predictAll (predict.gamlss), 101
histSmoO (histSmo), 72 print.gamlss, 39, 104, 126, 144
histSmoP (histSmo), 72 prof.dev, 105, 108
prof.term, 106, 107
IC, 75
ps, 52, 109
is.gamlss (gamlss), 41
pvc, 25, 52
lms, 77, 119 pvc (ps), 109
lo, 51, 79
Q.stats, 115
loglogplot (loglogSurv), 82
quantSheets, 117
loglogplot0 (loglogSurv), 82
loglogSurv, 82
random, 53, 82, 93, 120
loglogSurv1 (loglogSurv), 82
re (random), 120
loglogSurv2 (loglogSurv), 82
refit, 46, 124
loglogSurv3 (loglogSurv), 82
residuals.gamlss, 39, 125, 126, 144
logSurv (loglogSurv), 82
ri, 52, 127
logSurv0 (loglogSurv), 82
ridge, 52
lp, 103
rqres.plot, 126, 129
lp (lpred), 85
Rsq, 130
lpred, 85, 103
rvcov, 132
LR.test, 87, 145

model.frame.gamlss, 88 scs (cs), 22

model.matrix.gamlss stepGAIC, 54, 61, 133
(model.frame.gamlss), 88 stepGAICAll.A (stepGAIC), 133
stepGAICAll.B (stepGAIC), 133
numeric.deriv, 89 stepTGD (gamlssVGD), 57
stepTGDAll.A (gamlssVGD), 57
optim, 33 summary.gamlss, 39, 126, 139, 144

par.plot, 90 term.plot, 100, 140

pb, 25, 52, 74 termplot, 142
pb (ps), 109 terms.gamlss (model.frame.gamlss), 88
pbc (ps), 109 TGD (gamlssVGD), 57
pbm, 52
pbm (ps), 109 update, 125
pbo (ps), 109 update.gamlss, 39, 125, 126, 143
154 INDEX

VC.test, 144
vcov, 64, 133
VGD (gamlssVGD), 57
vis.lo (lo), 79

wp, 30, 117, 146

z.scores, 149
z.scoresQS (quantSheets), 117

Hmisc
100% (1)
Hmisc
452 pages
Mess PDF
100% (1)
Mess PDF
94 pages
MGCV
No ratings yet
MGCV
338 pages
Concrete Shear Wall With Complete Details Ram Concept
100% (1)
Concrete Shear Wall With Complete Details Ram Concept
108 pages
GCDkit Manual
No ratings yet
GCDkit Manual
342 pages
Me Trology
No ratings yet
Me Trology
128 pages
Chemistry Arihant
100% (2)
Chemistry Arihant
31 pages
Analogue
No ratings yet
Analogue
156 pages
Caret
No ratings yet
Caret
222 pages
Librería Fda R
No ratings yet
Librería Fda R
292 pages
Certified Emergency Nurse (CEN) Exam Study Guide
0% (3)
Certified Emergency Nurse (CEN) Exam Study Guide
20 pages
AgroReg 1.2.7
No ratings yet
AgroReg 1.2.7
110 pages
Caret
0% (1)
Caret
206 pages
Lme 4
No ratings yet
Lme 4
129 pages
Cash Flow Statement
80% (5)
Cash Flow Statement
6 pages
Package Hmisc' - Harrell (2022)
No ratings yet
Package Hmisc' - Harrell (2022)
455 pages
Mirt
No ratings yet
Mirt
200 pages
RGR PDF
No ratings yet
RGR PDF
209 pages
Package Car': September 27, 2024
No ratings yet
Package Car': September 27, 2024
160 pages
Actuar
No ratings yet
Actuar
145 pages
Package E1071': September 16, 2024
No ratings yet
Package E1071': September 16, 2024
67 pages
Fishmethods
No ratings yet
Fishmethods
156 pages
Metan
No ratings yet
Metan
278 pages
Rob Compositions
No ratings yet
Rob Compositions
187 pages
Forecast Tool For R
No ratings yet
Forecast Tool For R
121 pages
Sirt
No ratings yet
Sirt
447 pages
Package Gamlss': R Topics Documented
No ratings yet
Package Gamlss': R Topics Documented
141 pages
Gretl Ref A4 PDF
No ratings yet
Gretl Ref A4 PDF
226 pages
Boom
No ratings yet
Boom
63 pages
Mi̇rt Manual
No ratings yet
Mi̇rt Manual
170 pages
Lme 4
No ratings yet
Lme 4
126 pages
Package Mice': November 14, 2020
No ratings yet
Package Mice': November 14, 2020
188 pages
Hmisc
No ratings yet
Hmisc
397 pages
Mirt PDF
No ratings yet
Mirt PDF
183 pages
Language Policy and Globalization 1: The Portuguese Language in The Twenty-First Century
No ratings yet
Language Policy and Globalization 1: The Portuguese Language in The Twenty-First Century
20 pages
Actuar
No ratings yet
Actuar
142 pages
GCDkit Manual PDF
No ratings yet
GCDkit Manual PDF
282 pages
Package E1071': R Topics Documented
No ratings yet
Package E1071': R Topics Documented
67 pages
Caret PDF
No ratings yet
Caret PDF
223 pages
HH PDF
No ratings yet
HH PDF
124 pages
Smacof
No ratings yet
Smacof
78 pages
The Sna Package: Topics Documented
No ratings yet
The Sna Package: Topics Documented
187 pages
GCDkit Manual
No ratings yet
GCDkit Manual
272 pages
Mice
No ratings yet
Mice
142 pages
Package RMS': June 1, 2011
No ratings yet
Package RMS': June 1, 2011
219 pages
R Workshop Material 18-19, Oct-2023
No ratings yet
R Workshop Material 18-19, Oct-2023
67 pages
Edge R2
No ratings yet
Edge R2
125 pages
Car PDF
No ratings yet
Car PDF
151 pages
Gamlss-Manual Instructions On How To Use The Gamlss Package 2008
No ratings yet
Gamlss-Manual Instructions On How To Use The Gamlss Package 2008
206 pages
Detailedlessonplan 131030230707 Phpapp01
No ratings yet
Detailedlessonplan 131030230707 Phpapp01
8 pages
Package Dae': R Topics Documented
No ratings yet
Package Dae': R Topics Documented
129 pages
FDA
No ratings yet
FDA
250 pages
Berryfunctions PDF
No ratings yet
Berryfunctions PDF
170 pages
Lme4 - Morfometria
No ratings yet
Lme4 - Morfometria
113 pages
GCDkit Manual
No ratings yet
GCDkit Manual
175 pages
Car
No ratings yet
Car
169 pages
Package Poliscidata': R Topics Documented
No ratings yet
Package Poliscidata': R Topics Documented
57 pages
Package Tsdyn': R Topics Documented
No ratings yet
Package Tsdyn': R Topics Documented
93 pages
Package cSEM': March 29, 2020
No ratings yet
Package cSEM': March 29, 2020
92 pages
Car PDF
No ratings yet
Car PDF
147 pages
Data Mining 12
No ratings yet
Data Mining 12
94 pages
MCGLM Manual
No ratings yet
MCGLM Manual
49 pages
Knit Soxx for Everyone: 25 Colorful Sock Patterns for the Whole Family
From Everand
Knit Soxx for Everyone: 25 Colorful Sock Patterns for the Whole Family
Kerstin Balke
4.5/5 (2)
Product Management Compendium
No ratings yet
Product Management Compendium
25 pages
R E1071 Package Definition
No ratings yet
R E1071 Package Definition
63 pages
SVM in R
No ratings yet
SVM in R
62 pages
Table of Concrete Design Properties Including Strength Properties
No ratings yet
Table of Concrete Design Properties Including Strength Properties
7 pages
The Future Is Ours: The Collected Science Fiction of Edward D. Hoch
From Everand
The Future Is Ours: The Collected Science Fiction of Edward D. Hoch
Edward D. Hoch
No ratings yet
Sampling Concepts, Sampling Distributions & Estimation
No ratings yet
Sampling Concepts, Sampling Distributions & Estimation
21 pages
Java - Util.scanner: Import Public Class Public Void New - Int New
No ratings yet
Java - Util.scanner: Import Public Class Public Void New - Int New
21 pages
Answers To Exercises For Section 2.2
No ratings yet
Answers To Exercises For Section 2.2
7 pages
Top Grade Homeopathic Medicines For Anger Control and Management - Homeopathy at DrHomeo
No ratings yet
Top Grade Homeopathic Medicines For Anger Control and Management - Homeopathy at DrHomeo
2 pages
2 - Conflict Reaolution Skills
No ratings yet
2 - Conflict Reaolution Skills
12 pages
Use of Motivation in The Teaching-Learning Process Intrinsic and Extrinsic Motivation
No ratings yet
Use of Motivation in The Teaching-Learning Process Intrinsic and Extrinsic Motivation
14 pages
5 Carbon Dating
No ratings yet
5 Carbon Dating
2 pages
Analyzing The Decentralization of Health Systems in Developing Countries: Decision Space, Innovation and Performance
No ratings yet
Analyzing The Decentralization of Health Systems in Developing Countries: Decision Space, Innovation and Performance
15 pages
WDR2016 Concept Note
No ratings yet
WDR2016 Concept Note
21 pages
Nov 20 - Lesson Plan - Hot Air Balloon
No ratings yet
Nov 20 - Lesson Plan - Hot Air Balloon
2 pages
Sleep Hygiene
No ratings yet
Sleep Hygiene
1 page
TreeofLife LBD
No ratings yet
TreeofLife LBD
11 pages
Defenses in Criminal Law
No ratings yet
Defenses in Criminal Law
14 pages
Medical Yoga Therapy
No ratings yet
Medical Yoga Therapy
2 pages
Scientific Investigation PDF File
No ratings yet
Scientific Investigation PDF File
27 pages
Crypto Exchange: Marketing Options
No ratings yet
Crypto Exchange: Marketing Options
6 pages
What Is A Selection?: Characteristics of Selections
No ratings yet
What Is A Selection?: Characteristics of Selections
7 pages
Abdominal Pain and Seizure in A 4-Year-Old Boy: Presentation
No ratings yet
Abdominal Pain and Seizure in A 4-Year-Old Boy: Presentation
5 pages
Chapter1 Quickstart
No ratings yet
Chapter1 Quickstart
19 pages
MHis 1
No ratings yet
MHis 1
5 pages
A Comparison of Tunable Ferroelectric - and T-Matching Networks
No ratings yet
A Comparison of Tunable Ferroelectric - and T-Matching Networks
4 pages
Notes For Assignment
No ratings yet
Notes For Assignment
1 page