mgcv v1.8-18


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Mixed GAM Computation Vehicle with Automatic Smoothness Estimation

Generalized additive (mixed) models, some of their extensions and other generalized ridge regression with multiple smoothing parameter estimation by (REstricted) Marginal Likelihood, Generalized Cross Validation and similar. Includes a gam() function, a wide variety of smoothers, JAGS support and distributions beyond the exponential family.

Functions in mgcv

Name Description
Rrank Find rank of upper triangular matrix
Sl.initial.repara Re-parametrizing model matrix X Additive Cox Proportional Hazard Model
cox.pht Additive Cox proportional hazard models with time varying covariates
Sl.repara Applying re-parameterization from log-determinant of penalty matrix to model matrix.
Sl.setup Setting up a list representing a block diagonal penalty matrix
bam Generalized additive models for very large datasets
bam.update Update a strictly additive bam model for new data.
dDeta Obtaining derivative w.r.t. linear predictor
exclude.too.far Exclude prediction grid points too far from data
gam.outer Minimize GCV or UBRE score of a GAM using `outer' iteration
gam.reparam Finding stable orthogonal re-parameterization of the square root penalty.
gam2objective Objective functions for GAM smoothing parameter estimation
gamObject Fitted gam object
in.out Which of a set of points lie within a polygon defined region
inSide Are points inside boundary?
formXtViX Form component of GAMM covariance matrix
formula.gam GAM formula
gam Generalized additive models with integrated smoothness estimation
gam.check Some diagnostics for a fitted gam model
ldTweedie Log Tweedie density evaluation
ldetS Getting log generalized determinant of penalty matrices
mroot Smallest square root of matrix
multinom GAM multinomial logistic regression
pdTens Functions implementing a pdMat class for tensor product smooths Predict matrix method functions Prediction matrix for soap film smooth
cSplineDes Evaluate cyclic B spline basis
choose.k Basis dimension choice for smooths Modify families for use in GAM fitting and checking
fixDependence Detect linear dependencies of one matrix on another
pen.edf Extract the effective degrees of freedom associated with each penalty in a gam fit
qq.gam QQ plots for gam model residuals
rTweedie Generate Tweedie random deviates
slanczos Compute truncated eigen decomposition of a symmetric matrix
gamlss.gH Calculating derivatives of log-likelihood wrt regression coefficients
gamm Generalized Additive Mixed Models
gevlss Generalized Extreme Value location-scale model family
identifiability Identifiability constraints
mgcv.package Mixed GAM Computation Vehicle with GCV/AIC/REML smoothness estimation and GAMMs by REML/PQL
mgcv.parallel Parallel computation in mgcv.
mini.roots Obtain square roots of penalty matrices Missing data in GAMs
betar GAM beta regression family
smooth.construct.sos.smooth.spec Splines on the sphere
smooth.construct.t2.smooth.spec Tensor product smoothing constructor
te Define tensor product smooths or tensor product interactions in GAM formulae
Predict.matrix Prediction methods for smooth terms in a GAM
columb Reduced version of Columbus OH crime data
concurvity GAM concurvity measures
extract.lme.cov Extract the data covariance matrix from an lme object
smooth.construct Constructor functions for smooth terms in a GAM Post-processing output of gam.fit5
gam.models Specifying generalized additive models
gam.side Identifiability side conditions for a GAM
gam.vcomp Report gam smoothness estimates as variance components
family.mgcv Distribution families in mgcv
gam.control Setting GAM fitting defaults
gam.convergence GAM convergence and performance issues
gam.scale Scale parameter estimation in GAMs
gam.selection Generalized Additive Model Selection
gaulss Gaussian location-scale model family
get.var Get named variable or evaluate expression from list or data.frame
place.knots Automatically place a set of knots evenly through covariate values
plot.gam Default GAM plotting
predict.gam Prediction from fitted GAM model
print.gam Print a Generalized Additive Model object.
ls.size Size of list elements
magic Stable Multiple Smoothing Parameter Estimation by GCV or UBRE Obtain a name for a new variable that is not already in use
notExp Functions for better-than-log positive parameterization
influence.gam Extract the diagonal of the influence/hat matrix for a GAM
initial.sp Starting values for multiple smoothing parameter estimation Auxilliary information from magic fit
mgcv.FAQ Frequently Asked Questions for package mgcv
notExp2 Alternative to log parameterization for variance components The basis of the space of un-penalized functions for a TPRS
polys.plot Plot geographic regions defined as polygons
predict.bam Prediction from fitted Big Additive Model model
s Defining smooths in GAM formulae
scat GAM scaled t family for heavy tailed data
smooth.construct.tensor.smooth.spec Tensor product smoothing constructor Penalized thin plate regression splines in GAMs
smoothCon Prediction/Construction wrapper functions for GAM smooth terms Utility functions for constructing tensor product smooths
ziP GAM zero-inflated Poisson regression family
ziplss Zero inflated Poisson location-scale model family Penalized Cubic regression splines in GAMs
smooth.construct.ds.smooth.spec Low rank Duchon 1977 splines
smooth.construct.mrf.smooth.spec Markov Random Field Smooths
Tweedie GAM Tweedie families
anova.gam Approximate hypothesis tests related to GAM fits
bandchol Choleski decomposition of a band diagonal matrix
bug.reports.mgcv Reporting mgcv bugs.
mvn Multivariate normal additive models
negbin GAM negative binomial families
ocat GAM ordered categorical family The one standard error rule for smoother models P-splines in GAMs
spasm.construct Experimental sparse smoothers
step.gam Alternatives to step.gam
trind.generator Generates index arrays for upper triangular storage
rig Generate inverse Gaussian random deviates
rmvn Generate multivariate normal deviates Adaptive smooths in GAMs Penalized B-splines in GAMs
fs.test FELSPLINE test function
full.score GCV/UBRE score for use within nlm GAM P-IRLS estimation with GCV/UBRE smoothness estimation
uniquecombs find the unique rows in a matrix Simple random effects in GAMs Soap film smoother constructer
summary.gam Summary for a GAM fit
t2 Define alternative tensor product smooths in GAM formulae
vcov.gam Extract parameter (estimator) covariance matrix from GAM fit
vis.gam Visualization of GAM objects
sp.vcov Extract smoothing parameter estimator covariance matrix from (RE)ML GAM fit
gam.fit3 P-IRLS GAM estimation with GCV \& UBRE/AIC or RE/ML derivative calculation
gamSim Simulate example data for GAMs
gamlss.etamu Transform derivatives wrt mu to derivatives wrt linear predictor
interpret.gam Interpret a GAM formula
jagam Just Another Gibbs Additive Modeller: JAGS support for mgcv.
linear.functional.terms Linear functionals of a smooth in GAMs
logLik.gam Log likelihood for a fitted GAM, for AIC
model.matrix.gam Extract model matrix from GAM fit
mono.con Monotonicity constraints for a cubic regression spline
pcls Penalized Constrained Least Squares Fitting
pdIdnot Overflow proof pdMat class for multiples of the identity matrix
random.effects Random effects in GAMs
residuals.gam Generalized Additive Model residuals
sdiag Extract or modify diagonals of a matrix
single.index Single index models with mgcv
smooth.construct.fs.smooth.spec Factor smooth interactions in GAMs Low rank Gaussian process smooths
smooth.terms Smooth terms in GAM
smooth2random Convert a smooth to a form suitable for estimating as random effect
totalPenaltySpace Obtaining (orthogonal) basis for null space and range of the penalty matrix
trichol Choleski decomposition of a tri-diagonal matrix
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Priority recommended
LazyLoad yes
ByteCompile yes
License GPL (>= 2)
NeedsCompilation yes
Packaged 2017-07-26 15:00:29 UTC; sw283
Repository CRAN
Date/Publication 2017-07-28 07:28:50 UTC

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