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mgcv (version 1.8-24)

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.

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Version

Install

install.packages('mgcv')

Monthly Downloads

154,135

Version

1.8-24

License

GPL (>= 2)

Maintainer

Simon Wood

Last Published

June 18th, 2018

Functions in mgcv (1.8-24)

columb

Reduced version of Columbus OH crime data
bug.reports.mgcv

Reporting mgcv bugs.
gamlss.etamu

Transform derivatives wrt mu to derivatives wrt linear predictor
gam.check

Some diagnostics for a fitted gam model
influence.gam

Extract the diagonal of the influence/hat matrix for a GAM
initial.sp

Starting values for multiple smoothing parameter estimation
gam.convergence

GAM convergence and performance issues
choose.k

Basis dimension choice for smooths
dDeta

Obtaining derivative w.r.t. linear predictor
gevlss

Generalized Extreme Value location-scale model family
gam.vcomp

Report gam smoothness estimates as variance components
gamSim

Simulate example data for GAMs
gam.control

Setting GAM fitting defaults
full.score

GCV/UBRE score for use within nlm
gam.side

Identifiability side conditions for a GAM
gam

Generalized additive models with integrated smoothness estimation
identifiability

Identifiability constraints
formula.gam

GAM formula
formXtViX

Form component of GAMM covariance matrix
gam.fit

GAM P-IRLS estimation with GCV/UBRE smoothness estimation
exclude.too.far

Exclude prediction grid points too far from data
gam.fit5.post.proc

Post-processing output of gam.fit5
magic

Stable Multiple Smoothing Parameter Estimation by GCV or UBRE
family.mgcv

Distribution families in mgcv
concurvity

GAM concurvity measures
gam.fit3

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

Checking smooth basis dimension
ldTweedie

Log Tweedie density evaluation
magic.post.proc

Auxilliary information from magic fit
gam.models

Specifying generalized additive models
fix.family.link

Modify families for use in GAM fitting and checking
in.out

Which of a set of points lie within a polygon defined region
gam2objective

Objective functions for GAM smoothing parameter estimation
gamObject

Fitted gam object
gam.scale

Scale parameter estimation in GAMs
mono.con

Monotonicity constraints for a cubic regression spline
inSide

Are points inside boundary?
ldetS

Getting log generalized determinant of penalty matrices
gam.selection

Generalized Additive Model Selection
fixDependence

Detect linear dependencies of one matrix on another
gaulss

Gaussian location-scale model family
model.matrix.gam

Extract model matrix from GAM fit
missing.data

Missing data in GAMs
linear.functional.terms

Linear functionals of a smooth in GAMs
mroot

Smallest square root of matrix
get.var

Get named variable or evaluate expression from list or data.frame
notExp2

Alternative to log parameterization for variance components
gam.outer

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

Functions for better-than-log positive parameterization
rig

Generate inverse Gaussian random deviates
one.se.rule

The one standard error rule for smoother models
residuals.gam

Generalized Additive Model residuals
logLik.gam

AIC and Log likelihood for a fitted GAM
pcls

Penalized Constrained Least Squares Fitting
ls.size

Size of list elements
multinom

GAM multinomial logistic regression
mgcv.parallel

Parallel computation in mgcv.
polys.plot

Plot geographic regions defined as polygons
gam.reparam

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

Constructor functions for smooth terms in a GAM
plot.gam

Default GAM plotting
mini.roots

Obtain square roots of penalty matrices
smooth.construct.ad.smooth.spec

Adaptive smooths in GAMs
smooth.construct.bs.smooth.spec

Penalized B-splines in GAMs
gamlss.gH

Calculating derivatives of log-likelihood wrt regression coefficients
smooth.construct.cr.smooth.spec

Penalized Cubic regression splines in GAMs
pdTens

Functions implementing a pdMat class for tensor product smooths
smooth.construct.ps.smooth.spec

P-splines in GAMs
smooth.construct.gp.smooth.spec

Low rank Gaussian process smooths
pdIdnot

Overflow proof pdMat class for multiples of the identity matrix
smooth.construct.re.smooth.spec

Simple random effects in GAMs
print.gam

Print a Generalized Additive Model object.
sp.vcov

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

Experimental sparse smoothers
interpret.gam

Interpret a GAM formula
gamm

Generalized Additive Mixed Models
vcov.gam

Extract parameter (estimator) covariance matrix from GAM fit
qq.gam

QQ plots for gam model residuals
uniquecombs

find the unique rows in a matrix
jagam

Just Another Gibbs Additive Modeller: JAGS support for mgcv.
mvn

Multivariate normal additive models
scat

GAM scaled t family for heavy tailed data
sdiag

Extract or modify diagonals of a matrix
smooth.construct.so.smooth.spec

Soap film smoother constructer
mgcv.FAQ

Frequently Asked Questions for package mgcv
smooth.construct.sos.smooth.spec

Splines on the sphere
null.space.dimension

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

Prediction from fitted Big Additive Model model
ocat

GAM ordered categorical family
predict.gam

Prediction from fitted GAM model
mgcv.package

Mixed GAM Computation Vehicle with GCV/AIC/REML smoothness estimation and GAMMs by REML/PQL
smooth.construct.mrf.smooth.spec

Markov Random Field Smooths
single.index

Single index models with mgcv
slanczos

Compute truncated eigen decomposition of a symmetric matrix
t2

Define alternative tensor product smooths in GAM formulae
negbin

GAM negative binomial families
smooth.construct.t2.smooth.spec

Tensor product smoothing constructor
smooth.construct.tensor.smooth.spec

Tensor product smoothing constructor
te

Define tensor product smooths or tensor product interactions in GAM formulae
vis.gam

Visualization of GAM objects
smooth.construct.tp.smooth.spec

Penalized thin plate regression splines in GAMs
smoothCon

Prediction/Construction wrapper functions for GAM smooth terms
smooth2random

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

GAM zero-inflated Poisson regression family
new.name

Obtain a name for a new variable that is not already in use
tensor.prod.model.matrix

Utility functions for constructing tensor product smooths
pen.edf

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

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

Automatically place a set of knots evenly through covariate values
smooth.terms

Smooth terms in GAM
ziplss

Zero inflated Poisson location-scale model family
rTweedie

Generate Tweedie random deviates
rmvn

Generate multivariate normal deviates
random.effects

Random effects in GAMs
s

Defining smooths in GAM formulae
smooth.construct.ds.smooth.spec

Low rank Duchon 1977 splines
smooth.construct.fs.smooth.spec

Factor smooth interactions in GAMs
step.gam

Alternatives to step.gam
trind.generator

Generates index arrays for upper triangular storage
summary.gam

Summary for a GAM fit
trichol

Choleski decomposition of a tri-diagonal matrix
Sl.repara

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

Re-parametrizing model matrix X
Rrank

Find rank of upper triangular matrix
Tweedie

GAM Tweedie families
Predict.matrix.soap.film

Prediction matrix for soap film smooth
Predict.matrix.cr.smooth

Predict matrix method functions
Sl.setup

Setting up a list representing a block diagonal penalty matrix
betar

GAM beta regression family
Predict.matrix

Prediction methods for smooth terms in a GAM
anova.gam

Approximate hypothesis tests related to GAM fits
cox.ph

Additive Cox Proportional Hazard Model
cSplineDes

Evaluate cyclic B spline basis
bandchol

Choleski decomposition of a band diagonal matrix
bam.update

Update a strictly additive bam model for new data.
bam

Generalized additive models for very large datasets
cox.pht

Additive Cox proportional hazard models with time varying covariates
extract.lme.cov

Extract the data covariance matrix from an lme object
fs.test

FELSPLINE test function