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