This is the first server-side aggregate function called by ds.gamlss.
Usage
gamlssDS1(
formula = formula,
sigma.formula = sigma.formula,
nu.formula = nu.formula,
tau.formula = tau.formula,
family = family,
data = data,
mu.fix = mu.fix,
sigma.fix = sigma.fix,
nu.fix = nu.fix,
tau.fix = tau.fix,
global.mean = global.mean,
global.sd = global.sd,
control = control,
i.control = i.control,
autostep = autostep
)Arguments
- formula
A formula string in the legal transmission format for DataSHIELD, specifying the model for the mu distribution parameter. The DataSHIELD legal transmission format means that special characters, like '(' are replaced with the corresponding verbal descriptions, e.g. 'left_parenthesis'.
- sigma.formula
A formula string in the legal transmission format for DataSHIELD, specifying the model for the sigma distribution parameter. The DataSHIELD legal transmission format means that special characters, like '(' are replaced with the corresponding verbal descriptions, e.g. 'left_parenthesis'.
- nu.formula
A formula string in the legal transmission format for DataSHIELD, specifying the model for the nu distribution parameter. The DataSHIELD legal transmission format means that special characters, like '(' are replaced with the corresponding verbal descriptions, e.g. 'left_parenthesis'.
- tau.formula
A formula string in the legal transmission format for DataSHIELD, specifying the model for the tau distribution parameter. The DataSHIELD legal transmission format means that special characters, like '(' are replaced with the corresponding verbal descriptions, e.g. 'left_parenthesis'.
- family
A family string in the legal transmission format for DataSHIELD, which is used to define the distribution of the response variable. The DataSHIELD legal transmission format means that special characters, like '(' are replaced with the corresponding verbal descriptions, e.g. 'left_parenthesis'. Currently, only the following families are supported:
family=c('NOleft_parenthesisright_parenthesis', 'NO2left_parenthesisright_parenthesis', 'BCCGleft_parenthesisright_parenthesis', 'BCPEleft_parenthesisright_parenthesis').- data
A character string specifying a data.frame object holding the data to be analysed under the specified model.
- mu.fix
Logical, indicating whether the mu parameter should be kept fixed in the fitting processes. Default
mu.fix=FALSE.- sigma.fix
Logical, indicating whether the sigma parameter should be kept fixed in the fitting processes. Default
sigma.fix=FALSE.- nu.fix
Logical, indicating whether the nu parameter should be kept fixed in the fitting processes. Default
nu.fix=FALSE.- tau.fix
Logical, indicating whether the tau parameter should be kept fixed in the fitting processes. Default
tau.fix=FALSE.- global.mean
Numeric value, giving the global mean of the outcome variable, which is necessary to initialize the distribution parameters for some families. Otherwise
global.mean=NULL.- global.sd
Numeric value, giving the global sd of the outcome variable which is necessary to initialize the distribution parameters for some families. Otherwise
global.sd=NULL.- control
This sets the control parameters of the outer iterations algorithm using the using the
gamlss.controlfunction. This is a comma-separated string of 7 numeric values: (i) c.crit (the convergence criterion for the algorithm), (ii) n.cyc (the number of cycles of the algorithm), (iii) mu.step (the step length for the parameter mu), (iv) sigma.step (the step length for the parameter sigma), (v) nu.step (the step length for the parameter nu), (vi) tau.step (the step length for the parameter tau), (vii) gd.tol (global deviance tolerance level). The default values for these 7 parameters are set tocontrol='0.001,20,1,1,1,1,Inf'.- i.control
This sets the control parameters of the inner iterations of the RS algorithm using the using the
glim.controlfunction. This is a comma-separated string of 4 numeric values: (i) cc (the convergence criterion for the algorithm), (ii) cyc (the number of cycles of the algorithm), (iii) bf.cyc (the number of cycles of the backfitting algorithm), (iv) bf.tol (the convergence criterion (tolerance level) for the backfitting algorithm). The default values for these 4 parameters are set toi.control='0.001,50,30,0.001'.- autostep
Logical, indicating whether the steps should be halved automatically if the new global deviance is greater than the old one. The default is
autostep=TRUE.
Value
A list with the following elements.
mod.gamlss.dsA
gamlssobject with all components as in the native Rgamlssfunction. Individual-level information like the componentsy(the response) andresiduals(the normalised quantile residuals of the model) are not disclosed to the client-side.G.devNumeric value for the initial deviance on the server.
dim.mu.xNumeric vector with two elements, specifying the dimension of the design matrix for mu.
dim.sigma.xNumeric vector with two elements, specifying the dimension of the design matrix for sigma.
dim.nu.xNumeric vector with two elements, specifying the dimension of the design matrix for nu.
dim.tau.xNumeric vector with two elements, specifying the dimension of the design matrix for tau.
smoother.namesString vector with the unique variable names that are used for smoothing.
smoother.xminNumeric vector with anononymized minima for the variables in
smoother.names.smoother.xmaxNumeric vector with anononymized maxima for the variables in
smoother.names.y.invalidNumeric value, either
0or1, whereby1indicates a disclosure risk in the response variable.mu.par.invalidNumeric vector with elements
0or1, whereby1indicates a disclosure risk in the corresponding explanatory variable for mu.sigma.par.invalidNumeric vector with elements
0or1, whereby1indicates a disclosure risk in the corresponding explanatory variable for sigma.nu.par.invalidNumeric vector with elements
0or1, whereby1indicates a disclosure risk in the corresponding explanatory variable for nu.tau.par.invalidNumeric vector with elements
0or1, whereby1indicates a disclosure risk in the corresponding explanatory variable for tau.gamlss.saturation.invalidNumeric value, either
0or1, whereby1indicates a disclosure risk from an oversaturated model.errorMessageString for the disclosure risk.
errorMessage='Study data or applied model invalid for this source'indicates a disclosure risk, whereaserrorMessage='No errors'means that no disclosure risk was identified.