Alternative to log parameterization for variance components
Smallest square root of matrix
Prediction methods for smooth terms in a GAM
Setting GAM fitting defaults
Setting GAM fitting method
Utility functions for constructing tensor product smooths
Some diagnostics for a fitted gam model
Generalized additive models with integrated smoothness estimation
Get named variable or evaluate expression from list or data.frame
Generalized Additive Model Selection
Prediction/Construction wrapper functions for GAM smooth terms
GAM P-IRLS estimation with GCV/UBRE smoothness estimation
Identifiability side conditions for a GAM
Hypothesis tests related to GAM fits
GAMs with the negative binomial distribution
Generalized additive model set up
Functions implementing a pdMat class for tensor product smooths
Summary for a GAM fit
Multiple Smoothing Parameter Estimation by GCV or UBRE
Interpret a GAM formula
Constructor functions for smooth terms in a GAM
Define tensor product smooths in GAM formulae
Generalized additive mixed model set up
Generalized Additive Mixed Models
Generalized Additive Model default print statement
Overflow proof pdMat class for multiples of the identity matrix
Extract the formula from a gam object
P-IRLS GAM estimation with GCV & UBRE derivative calculation
Alternatives to step.gam
Extract the data covariance matrix from an lme object
Detect linear dependencies of one matrix on another
Modify families for use in GAM fitting
Minimize GCV or UBRE score of a GAM using `outer' iteration
Obtain a name for a new variable that is not already in use
Extract the log likelihood for a fitted GAM
Auxilliary information from magic fit
The basis of the space of un-penalized functions for a TPRS
Extract the diagonal of the influence/hat matrix for a GAM
Generalized Additive Model residuals
Penalized Constrained Least Squares Fitting
Exclude prediction grid points too far from data
Default GAM plotting
Fitted gam object
Functions for better-than-log positive parameterization
Automatically place a set of knots evenly through covariate values
Monotonicity constraints for a cubic regression spline
GAM convergence and performance issues
Objective functions for GAM smoothing parameter estimation
Starting values for multiple smoothing parameter estimation
Extract parameter (estimator) covariance matrix from GAM fit
Form component of GAMM covariance matrix
find the unique rows in a matrix
Specifying generalized additive models
GCV/UBRE score for use within nlm
Stable Multiple Smoothing Parameter Estimation by GCV or UBRE,
with optional fixed penalty
Setting mgcv defaults
Prediction from fitted GAM model
Defining smooths in GAM formulae
Visualization of GAM objects