mgcv v1.8-28


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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, or using iterated nested Laplace approximation for fully Bayesian inference. See Wood (2017) <doi:10.1201/9781315370279> for an overview. Includes a gam() function, a wide variety of smoothers, 'JAGS' support and distributions beyond the exponential family.

Functions in mgcv

Name Description
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 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? Modify families for use in GAM fitting and checking
fixDependence Detect linear dependencies of one matrix on another 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 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 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 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 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 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 Adaptive smooths in GAMs
initial.sp Starting values for multiple smoothing parameter estimation Penalized B-splines in GAMs
smoothCon Prediction/Construction wrapper functions for GAM smooth terms
interpret.gam Interpret a GAM formula 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 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 Simple random effects in GAMs
trichol Choleski decomposition of a tri-diagonal matrix 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 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 Low rank Gaussian process smooths
smooth.construct.tensor.smooth.spec Tensor product smoothing constructor Penalized thin plate regression splines in GAMs
te Define tensor product smooths or tensor product interactions in GAM formulae Utility functions for constructing tensor product smooths
Predict.matrix Prediction methods for smooth terms in a GAM Predict matrix method functions 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
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Priority recommended
LazyLoad yes
ByteCompile yes
License GPL (>= 2)
NeedsCompilation yes
Packaged 2019-03-21 08:56:32 UTC; sw283
Repository CRAN
Date/Publication 2019-03-21 11:40:07 UTC

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