optim
or nlm
.
Not normally called directly, but rather service routines for gam.outer
.gam2objective(lsp,args,printWarn=FALSE,...)
gam2derivative(lsp,args,...)
gam3objective(lsp,args,...)
gam.fit2
.gam.fit2
print some warnings? Used to
suppress warnings that are only of interest for the final fitted model, until
that model is reached.gam.fit2
.gam2objective
and gam2derivative
are functions suitable
for calling by optim
, to evaluate the GCV/UBRE score and it's
derivatives w.r.t. log smoothing parameters.gam3objective
is an equaivalent to gam2objective
, suitable for
optimization by nlm
- derivatives of the GCV/UBRE function are
calculated and returned as attributes.
The basic idea of optimizing smoothing parameters `outer' to the P-IRLS loop was first proposed in O'Sullivan et al. (1986).
gam.fit2
, gam
, mgcv
, magic