Learn R Programming

⚠️There's a newer version (1.9-3) of this package.Take me there.

mgcv (version 1.8-23)

Mixed GAM Computation Vehicle with Automatic Smoothness Estimation

Description

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.

Copy Link

Version

Install

install.packages('mgcv')

Monthly Downloads

481,715

Version

1.8-23

License

GPL (>= 2)

Maintainer

Simon Wood

Last Published

January 15th, 2018

Functions in mgcv (1.8-23)

Find rank of upper triangular matrix

Sl.initial.repara

Re-parametrizing model matrix X

GAM Tweedie families

Applying re-parameterization from log-determinant of penalty matrix to model matrix.

Additive Cox Proportional Hazard Model

Approximate hypothesis tests related to GAM fits

GAM beta regression family

Prediction methods for smooth terms in a GAM

Setting up a list representing a block diagonal penalty matrix

Choleski decomposition of a band diagonal matrix

bug.reports.mgcv

Reporting mgcv bugs.

Reduced version of Columbus OH crime data

GAM concurvity measures

FELSPLINE test function

GCV/UBRE score for use within nlm

fix.family.link

Modify families for use in GAM fitting and checking

Detect linear dependencies of one matrix on another

Generalized additive models for very large datasets

Additive Cox proportional hazard models with time varying covariates

extract.lme.cov

Extract the data covariance matrix from an lme object

Distribution families in mgcv

Generalized additive models with integrated smoothness estimation

Update a strictly additive bam model for new data.

Identifiability side conditions for a GAM

Report gam smoothness estimates as variance components

Generalized Extreme Value location-scale model family

identifiability

Identifiability constraints

linear.functional.terms

Linear functionals of a smooth in GAMs

Log likelihood for a fitted GAM, for AIC

Obtain square roots of penalty matrices

Some diagnostics for a fitted gam model

Extract the diagonal of the influence/hat matrix for a GAM

Starting values for multiple smoothing parameter estimation

GAM P-IRLS estimation with GCV/UBRE smoothness estimation

P-IRLS GAM estimation with GCV \& UBRE/AIC or RE/ML derivative calculation

Scale parameter estimation in GAMs

Generalized Additive Model Selection

Which of a set of points lie within a polygon defined region

Setting GAM fitting defaults

gam.convergence

GAM convergence and performance issues

Objective functions for GAM smoothing parameter estimation

Fitted gam object

Interpret a GAM formula

Size of list elements

Stable Multiple Smoothing Parameter Estimation by GCV or UBRE

Smallest square root of matrix

Missing data in GAMs

Automatically place a set of knots evenly through covariate values

Default GAM plotting

Prediction from fitted GAM model

Obtaining derivative w.r.t. linear predictor

exclude.too.far

Exclude prediction grid points too far from data

GAM multinomial logistic regression

Penalized Constrained Least Squares Fitting

Overflow proof pdMat class for multiples of the identity matrix

QQ plots for gam model residuals

Specifying generalized additive models

Calculating derivatives of log-likelihood wrt regression coefficients

Generate Tweedie random deviates

Compute truncated eigen decomposition of a symmetric matrix

smooth.construct

Constructor functions for smooth terms in a GAM

gam.fit5.post.proc

Post-processing output of gam.fit5

Are points inside boundary?

Mixed GAM Computation Vehicle with GCV/AIC/REML smoothness estimation and GAMMs by REML/PQL

Parallel computation in mgcv.

Obtain a name for a new variable that is not already in use

Generalized Additive Mixed Models

Multivariate normal additive models

GAM negative binomial families

Functions implementing a pdMat class for tensor product smooths

Print a Generalized Additive Model object.

smooth.construct.mrf.smooth.spec

Markov Random Field Smooths

smooth.construct.ps.smooth.spec

P-splines in GAMs

Prediction/Construction wrapper functions for GAM smooth terms

Extract smoothing parameter estimator covariance matrix from (RE)ML GAM fit

Functions for better-than-log positive parameterization

Alternative to log parameterization for variance components

null.space.dimension

The basis of the space of un-penalized functions for a TPRS

Random effects in GAMs

Generalized Additive Model residuals

Extract or modify diagonals of a matrix

Single index models with mgcv

smooth.construct.fs.smooth.spec

Factor smooth interactions in GAMs

smooth.construct.gp.smooth.spec

Low rank Gaussian process smooths

spasm.construct

Experimental sparse smoothers

Extract the effective degrees of freedom associated with each penalty in a gam fit

Plot geographic regions defined as polygons

Prediction from fitted Big Additive Model model

Just Another Gibbs Additive Modeller: JAGS support for mgcv.

Log Tweedie density evaluation

Getting log generalized determinant of penalty matrices

Alternatives to step.gam

totalPenaltySpace

Obtaining (orthogonal) basis for null space and range of the penalty matrix

Choleski decomposition of a tri-diagonal matrix

smooth.construct.ad.smooth.spec

Adaptive smooths in GAMs

smooth.construct.bs.smooth.spec

Penalized B-splines in GAMs

smooth.construct.re.smooth.spec

Simple random effects in GAMs

Generate inverse Gaussian random deviates

Generate multivariate normal deviates

Defining smooths in GAM formulae

smooth.construct.sos.smooth.spec

Splines on the sphere

smooth.construct.t2.smooth.spec

Tensor product smoothing constructor

Summary for a GAM fit

Define alternative tensor product smooths in GAM formulae

trind.generator

Generates index arrays for upper triangular storage

find the unique rows in a matrix

GAM scaled t family for heavy tailed data

Extract parameter (estimator) covariance matrix from GAM fit

Visualization of GAM objects

smooth.construct.so.smooth.spec

Soap film smoother constructer

Smooth terms in GAM

Convert a smooth to a form suitable for estimating as random effect

GAM zero-inflated Poisson regression family

Zero inflated Poisson location-scale model family

Predict.matrix.cr.smooth

Predict matrix method functions

Predict.matrix.soap.film

Prediction matrix for soap film smooth

Evaluate cyclic B spline basis

Basis dimension choice for smooths

Form component of GAMM covariance matrix

Minimize GCV or UBRE score of a GAM using `outer' iteration

Finding stable orthogonal re-parameterization of the square root penalty.

Simulate example data for GAMs

Transform derivatives wrt mu to derivatives wrt linear predictor

Gaussian location-scale model family

Get named variable or evaluate expression from list or data.frame

magic.post.proc

Auxilliary information from magic fit

Frequently Asked Questions for package mgcv

model.matrix.gam

Extract model matrix from GAM fit

Monotonicity constraints for a cubic regression spline

GAM ordered categorical family

The one standard error rule for smoother models

smooth.construct.cr.smooth.spec

Penalized Cubic regression splines in GAMs

smooth.construct.tensor.smooth.spec

Tensor product smoothing constructor

smooth.construct.tp.smooth.spec

Penalized thin plate regression splines in GAMs

Define tensor product smooths or tensor product interactions in GAM formulae

tensor.prod.model.matrix

Utility functions for constructing tensor product smooths

smooth.construct.ds.smooth.spec

Low rank Duchon 1977 splines