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