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