Generalised Additive P-Spline Regression Models Estimation
Description
Generalised additive P-spline regression models estimation using the separation of overlapping precision matrices (SOP) method. Estimation is based on the equivalence between P-splines and linear mixed models, and variance/smoothing parameters are estimated based on restricted maximum likelihood (REML). The package enables users to estimate P-spline models with overlapping penalties. Based on the work described in Rodriguez-Alvarez et al. (2015) ; Rodriguez-Alvarez et al. (2019) , and Eilers and Marx (1996) .