effectiveCurvature {curve} | R Documentation |
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effectiveCurvature(cur, QRofD, residual, s.sqr, show.details=FALSE, warn=TRUE)
cur |
the relative curvature array. See |
QRofD |
QR decomposition of D array from Bates and Watts. |
residual |
point in sample space where the curvature should be calculated (possibly shifted by subtracting actual data to give a residual). |
s.sqr |
sample estimate of the residual variance. |
show.details |
logical indicating if intermediate calculations should be printed. |
warn |
see details. |
Effective residual curvature from Bates and Watts p260 Calculate the scaled RMS curvatures relative to a confidence disk radius and extreme axis ratios. ref. Bates and Watts (1983) p254 eqn (7.23). and Bates and Watts J.R. Statist.Soc. B (1980).
Transform the residual vector by multiply Q-transpose and sqrt(s.sqr*p). Calculate the p by p effective residual curvature matrix B and its eigenvalues. Bates and Watts p260
... If I-B is not positive definite, where B is the effective residual curvature matrix, and warn is TRUE, then a warning will indicate that the calculation does not seem to correspond to a local minimum.
x
Bates and Watts (1980), J.R. Statist.Soc. B. Bates and Watts( 1983), 'Nonlinear Regression Analysis and Its Applications.'
curvature
project
curvatureStats
relCurvature