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