search

boost-R / gamboostLSS

Boosting models for fitting generalized additive models for location, shape and scale (GAMLSS) to potentially high dimensional data. The current relase version can be found on CRAN (https://cran.r-project.org/package=gamboostLSS).
26 stars 11 forks source link

Change links in as.families() #25

Open mayrandy opened 8 years ago

mayrandy commented 8 years ago

It should be possible to use different link functions in families that we import from gamlss via as.families(), currently we are just using the default.

The link function is crucial forngradient, as in gamlss they use the derivatives d l / d mu (in case of the first parameter of the distribution). We need d l / d eta_mu, therefore we also need d mu / d eta_mu which depends on the link.

hofnerb commented 8 years ago

Once the general issue regarding the derivatives is resolved, could we inlclude this also in other families?

We could use link and inverse link functions along the lines of countreg (https://r-forge.r-project.org/scm/viewvc.php/pkg/R/?root=countreg).

mayrandy commented 8 years ago

Ok, that was easier than expected. Should work now with a981957 for as.families().

However, @hofnerb is right - we should go through the existing orginal gamboostLSS families and make it possible for users to define other links. In boost-R/mboost#34 I did use stats::make.link() which automatically provides all necessary functions including d mu / d eta via link$mu.eta(f).

hofnerb commented 7 years ago

@mayrandy Is it possible to include the required changes for the gamboostLSS families in the next release in a few days? If so, you should implement the changes in the master branch. Thanks.