Well, I am still confused... shouldn't the "made-by-hands"-process (correctly constructed, of course) and the gefp()-process be similar? For the case of efp()-process it has been worked, at least... Besides, I'd like to know: 1) if I have the gefp()-process (scaled to unit interval [0;1]), can I get the unscaled one for the interval [0;n]? 2) is it possible to define a type of the score process like this was in efp()? I could find that neither in ?gefp, nor in CSDA-paper-2006. The example was bad and incorrect, the another one:
data("BostonHomicide") gprocess <- gefp(homicides ~ ahomicides25, family = poisson, data = BostonHomicide); my.model <- glm(homicides ~ ahomicides25, family = poisson, data = BostonHomicide); J <- vcov(my.model); J.sqrinv <- solve(sqrtm(J))/n; my.psi <- estfun(my.model); my.process <- apply(as.matrix(my.psi), 2, cumsum)%*%t(J.sqrinv)/sqrt(n); Regards, Julia -- View this message in context: http://r.789695.n4.nabble.com/gefp-boundaries-tp3872529p3882197.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.