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