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mgcv (version 1.8-28)

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, or using iterated nested Laplace approximation for fully Bayesian inference. See Wood (2017) for an overview. 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

62,907

Version

1.8-28

License

GPL (>= 2)

Maintainer

Last Published

March 21st, 2019

Functions in mgcv (1.8-28)

Sl.repara

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

Deletion and rank one Cholesky factor update
bug.reports.mgcv

Reporting mgcv bugs.
cox.pht

Additive Cox proportional hazard models with time varying covariates
anova.gam

Approximate hypothesis tests related to GAM fits
cox.ph

Additive Cox Proportional Hazard Model
columb

Reduced version of Columbus OH crime data
concurvity

GAM concurvity measures
cSplineDes

Evaluate cyclic B spline basis
bam

Generalized additive models for very large datasets
bam.update

Update a strictly additive bam model for new data.
gamSim

Simulate example data for GAMs
extract.lme.cov

Extract the data covariance matrix from an lme object
gam.reparam

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

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

Some diagnostics for a fitted gam model
gam

Generalized additive models with integrated smoothness estimation
gamlss.etamu

Transform derivatives wrt mu to derivatives wrt linear predictor
family.mgcv

Distribution families in mgcv
choose.k

Basis dimension choice for smooths
inSide

Are points inside boundary?
fix.family.link

Modify families for use in GAM fitting and checking
fixDependence

Detect linear dependencies of one matrix on another
gam.fit5.post.proc

Post-processing output of gam.fit5
bandchol

Choleski decomposition of a band diagonal matrix
influence.gam

Extract the diagonal of the influence/hat matrix for a GAM
fs.test

FELSPLINE test function
formXtViX

Form component of GAMM covariance matrix
gevlss

Generalized Extreme Value location-scale model family
full.score

GCV/UBRE score for use within nlm
ginla

GAM Integrated Nested Laplace Approximation Newton Enhanced
dDeta

Obtaining derivative w.r.t. linear predictor
formula.gam

GAM formula
exclude.too.far

Exclude prediction grid points too far from data
mroot

Smallest square root of matrix
gam.scale

Scale parameter estimation in GAMs
gam.control

Setting GAM fitting defaults
gam.selection

Generalized Additive Model Selection
gam.convergence

GAM convergence and performance issues
gam.side

Identifiability side conditions for a GAM
ldTweedie

Log Tweedie density evaluation
ls.size

Size of list elements
gam.models

Specifying generalized additive models
mini.roots

Obtain square roots of penalty matrices
gam.vcomp

Report gam smoothness estimates as variance components
magic

Stable Multiple Smoothing Parameter Estimation by GCV or UBRE
ldetS

Getting log generalized determinant of penalty matrices
multinom

GAM multinomial logistic regression
gam.fit

GAM P-IRLS estimation with GCV/UBRE smoothness estimation
gam.fit3

P-IRLS GAM estimation with GCV \& UBRE/AIC or RE/ML derivative calculation
notExp2

Alternative to log parameterization for variance components
null.space.dimension

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

Gaussian location-scale model family
get.var

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

Missing data in GAMs
pcls

Penalized Constrained Least Squares Fitting
pdIdnot

Overflow proof pdMat class for multiples of the identity matrix
gam2objective

Objective functions for GAM smoothing parameter estimation
gamObject

Fitted gam object
sdiag

Extract or modify diagonals of a matrix
identifiability

Identifiability constraints
single.index

Single index models with mgcv
in.out

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

GAM ordered categorical family
linear.functional.terms

Linear functionals of a smooth in GAMs
gamlss.gH

Calculating derivatives of log-likelihood wrt regression coefficients
pdTens

Functions implementing a pdMat class for tensor product smooths
pen.edf

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

Just Another Gibbs Additive Modeller: JAGS support for mgcv.
k.check

Checking smooth basis dimension
one.se.rule

The one standard error rule for smoother models
place.knots

Automatically place a set of knots evenly through covariate values
mgcv.package

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

Parallel computation in mgcv.
gamm

Generalized Additive Mixed Models
new.name

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

AIC and Log likelihood for a fitted GAM
notExp

Functions for better-than-log positive parameterization
plot.gam

Default GAM plotting
polys.plot

Plot geographic regions defined as polygons
rig

Generate inverse Gaussian random deviates
smooth.construct.ad.smooth.spec

Adaptive smooths in GAMs
initial.sp

Starting values for multiple smoothing parameter estimation
smooth.construct.bs.smooth.spec

Penalized B-splines in GAMs
smoothCon

Prediction/Construction wrapper functions for GAM smooth terms
interpret.gam

Interpret a GAM formula
magic.post.proc

Auxilliary information from magic fit
smooth.terms

Smooth terms in GAM
rmvn

Generate multivariate normal deviates
smooth2random

Convert a smooth to a form suitable for estimating as random effect
model.matrix.gam

Extract model matrix from GAM fit
mgcv.FAQ

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

Penalized Cubic regression splines in GAMs
sp.vcov

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

Summary for a GAM fit
trind.generator

Generates index arrays for upper triangular storage
mono.con

Monotonicity constraints for a cubic regression spline
t2

Define alternative tensor product smooths in GAM formulae
twlss

Tweedie location scale family
smooth.construct.ds.smooth.spec

Low rank Duchon 1977 splines
predict.gam

Prediction from fitted GAM model
mvn

Multivariate normal additive models
print.gam

Print a Generalized Additive Model object.
slanczos

Compute truncated eigen decomposition of a symmetric matrix
totalPenaltySpace

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

Constructor functions for smooth terms in a GAM
smooth.construct.re.smooth.spec

Simple random effects in GAMs
trichol

Choleski decomposition of a tri-diagonal matrix
smooth.construct.so.smooth.spec

Soap film smoother constructer
negbin

GAM negative binomial families
predict.bam

Prediction from fitted Big Additive Model model
s

Defining smooths in GAM formulae
qq.gam

QQ plots for gam model residuals
rTweedie

Generate Tweedie random deviates
scat

GAM scaled t family for heavy tailed data
ziplss

Zero inflated Poisson location-scale model family
smooth.construct.mrf.smooth.spec

Markov Random Field Smooths
random.effects

Random effects in GAMs
smooth.construct.sos.smooth.spec

Splines on the sphere
smooth.construct.ps.smooth.spec

P-splines in GAMs
residuals.gam

Generalized Additive Model residuals
vis.gam

Visualization of GAM objects
smooth.construct.t2.smooth.spec

Tensor product smoothing constructor
spasm.construct

Experimental sparse smoothers
ziP

GAM zero-inflated Poisson regression family
step.gam

Alternatives to step.gam
uniquecombs

find the unique rows in a matrix
smooth.construct.fs.smooth.spec

Factor smooth interactions in GAMs
vcov.gam

Extract parameter (estimator) covariance matrix from GAM fit
smooth.construct.gp.smooth.spec

Low rank Gaussian process smooths
smooth.construct.tensor.smooth.spec

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

Penalized thin plate regression splines in GAMs
te

Define tensor product smooths or tensor product interactions in GAM formulae
tensor.prod.model.matrix

Utility functions for constructing tensor product smooths
Predict.matrix

Prediction methods for smooth terms in a GAM
Predict.matrix.cr.smooth

Predict matrix method functions
Predict.matrix.soap.film

Prediction matrix for soap film smooth
Rrank

Find rank of upper triangular matrix
Sl.setup

Setting up a list representing a block diagonal penalty matrix
Tweedie

GAM Tweedie families
betar

GAM beta regression family
FFdes

Level 5 fractional factorial designs
Sl.initial.repara

Re-parametrizing model matrix X