refit function

Refitting Models

Generic function for refitting a models on various subsets or reweighted data sets.

refit(object, ...)

Arguments

• object: an object.
• ...: arguments passed to methods.

Details

refit is a new generic function for refitting a certain model object on multiple versions of a data set (and is hence different from update). Applications are partitioned/segmented models where the same type of model should be refitted on each sub-sample or partition. See fxregimes

for such an example. Another application would be reweighted models such as in mixture models.

The generic is similar to the one provided in modeltools

(and should fulfill the same purpose). To avoid dependence on this package, it is also provided here.

See Also

fxregimes