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The np Package - NexTag Supports Open Source Initiatives

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<strong>np</strong>scoef 127Valueeydatezdaterrorsresidualsiteratemaxitera one (1) dimensional numeric or integer vector of the true values of the dependentvariable. Optional, and used only to calculate the true errors.an optionally specified q-variate data frame of points on which the regressionwill be estimated (evaluation data), which corresponds to Z in the model equation.Defaults to be the same as txdat.a logical value indicating whether or not asymptotic standard errors should becomputed and returned in the resulting smoothcoefficient object. Defaultsto TRUE.a logical value indicating that you want residuals computed and returned in theresulting smoothcoefficient object. Defaults to FALSE.a logical value indicating whether or not backfitted estimates should be iteratedfor self-consistency. Defaults to TRUE.integer specifying the maximum number of times to iterate the backfitted estimateswhile attempting make the backfitted estimates converge to the desiredtolerance. Defaults to 100.toldesired tolerance on the relative convergence of backfit estimates. Defaults to.Machine$double.eps.leave.one.outa logical value to specify whether or not to compute the leave one out estimates.Will not work if e[xyz]dat is specified. Defaults to FALSE.betasa logical value indicating whether or not estimates of the components of γ shouldbe returned in the smoothcoefficient object along with the regressionestimates. Defaults to FALSE.<strong>np</strong>scoef returns a smoothcoefficient object. <strong>The</strong> generic functions fitted, residuals,coef, se, predict, and extract (or generate) estimated values, residuals, coefficients, bootstrappedstandard errors on estimates, and predictions, respectively, from the returned object. Furthermore,the functions summary and plot support objects of this type. <strong>The</strong> returned object hasthe following components:evalmeanmerrbetaresidR2MSEMAEMAPECORRSIGNevaluation pointsestimation of the regression function (conditional mean) at the evaluation pointsif errors = TRUE, standard errors of the regression estimatesif betas = TRUE, estimates of the coefficients γ at the evaluation pointsif residuals = TRUE, in-sample or out-of-sample residuals where appropriate(or possible)coefficient of determinationmean squared errormean absolute errormean absolute percentage errorabsolute value of Pearson’s correlation coefficientfraction of observations where fitted and observed values agree in sign

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