optim or nlm.
Not normally called directly, but rather service routines for gam.outer.
gam2objective(lsp,args,...)
gam2derivative(lsp,args,...)gam.fit3.gam.fit3.gam2objective and gam2derivative are functions suitable
for calling by optim, to evaluate the GCV/UBRE/AIC score and its
derivatives w.r.t. log smoothing parameters.gam4objective is an equivalent to gam2objective, suitable for
optimization by nlm - derivatives of the GCV/UBRE/AIC 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).
Wood, S.N. (2011) Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models. Journal of the Royal Statistical Society (B) 73(1):3-36
O 'Sullivan, Yandall & Raynor (1986) Automatic smoothing of regression functions in generalized linear models. J. Amer. Statist. Assoc. 81:96-103.
Wood, S.N. (2008) Fast stable direct fitting and smoothness selection for generalized additive models. J.R.Statist.Soc.B 70(3):495-518
gam.fit3, gam, magic