mgcv v1.8-31


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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.
Sl.setup Setting up a list representing a block diagonal penalty matrix
Predict.matrix Prediction methods for smooth terms in a GAM
Rrank Find rank of upper triangular matrix
Sl.inirep Re-parametrizing model matrix X Prediction matrix for soap film smooth Predict matrix method functions
Tweedie GAM Tweedie families
betar GAM beta regression family
FFdes Level 5 fractional factorial designs
choldrop Deletion and rank one Cholesky factor update
bug.reports.mgcv Reporting mgcv bugs.
XWXd Internal functions for discretized model matrix handling Additive Cox Proportional Hazard Model
cox.pht Additive Cox proportional hazard models with time varying covariates
anova.gam Approximate hypothesis tests related to GAM fits
columb Reduced version of Columbus OH crime data
concurvity GAM concurvity measures
cSplineDes Evaluate cyclic B spline basis
choose.k Basis dimension choice for smooths
extract.lme.cov Extract the data covariance matrix from an lme object
blas.thread.test BLAS thread safety
bandchol Choleski decomposition of a band diagonal matrix Modify families for use in GAM fitting and checking
fixDependence Detect linear dependencies of one matrix on another
formXtViX Form component of GAMM covariance matrix
gam.control Setting GAM fitting defaults
gam Generalized additive models with integrated smoothness estimation
formula.gam GAM formula
full.score GCV/UBRE score for use within nlm
gam.side Identifiability side conditions for a GAM
fs.test FELSPLINE test function GAM P-IRLS estimation with GCV/UBRE smoothness estimation Post-processing output of gam.fit5
gam.fit3 P-IRLS GAM estimation with GCV \& UBRE/AIC or RE/ML derivative calculation
gam.models Specifying generalized additive models
family.mgcv Distribution families in mgcv
gam.scale Scale parameter estimation in GAMs
gam.convergence GAM convergence and performance issues
gamlss.etamu Transform derivatives wrt mu to derivatives wrt linear predictor
gamSim Simulate example data for GAMs
gam.check Some diagnostics for a fitted gam model
gammals Gamma location-scale model family
bam Generalized additive models for very large datasets
gaulss Gaussian location-scale model family
get.var Get named variable or evaluate expression from list or data.frame
interpret.gam Interpret a GAM formula
logLik.gam AIC and Log likelihood for a fitted GAM
jagam Just Another Gibbs Additive Modeller: JAGS support for mgcv.
gam.selection Generalized Additive Model Selection
gevlss Generalized Extreme Value location-scale model family
ldTweedie Log Tweedie density evaluation
k.check Checking smooth basis dimension
in.out Which of a set of points lie within a polygon defined region
gam.outer Minimize GCV or UBRE score of a GAM using `outer' iteration
ls.size Size of list elements
ginla GAM Integrated Nested Laplace Approximation Newton Enhanced
influence.gam Extract the diagonal of the influence/hat matrix for a GAM
gam.vcomp Report gam smoothness estimates as variance components
identifiability Identifiability constraints
initial.sp Starting values for multiple smoothing parameter estimation
mgcv.FAQ Frequently Asked Questions for package mgcv
inSide Are points inside boundary? The basis of the space of un-penalized functions for a TPRS
mgcv.package Mixed GAM Computation Vehicle with GCV/AIC/REML smoothness estimation and GAMMs by REML/PQL
mono.con Monotonicity constraints for a cubic regression spline
mini.roots Obtain square roots of penalty matrices
bam.update Update a strictly additive bam model for new data.
mvn Multivariate normal additive models
multinom GAM multinomial logistic regression
mgcv.parallel Parallel computation in mgcv.
gam.reparam Finding stable orthogonal re-parameterization of the square root penalty.
ocat GAM ordered categorical family
predict.bam Prediction from fitted Big Additive Model model
notExp Functions for better-than-log positive parameterization
dDeta Obtaining derivative w.r.t. linear predictor Missing data in GAMs
place.knots Automatically place a set of knots evenly through covariate values
random.effects Random effects in GAMs
rTweedie Generate Tweedie random deviates
pen.edf Extract the effective degrees of freedom associated with each penalty in a gam fit Low rank Gaussian process smooths
pdIdnot Overflow proof pdMat class for multiples of the identity matrix
scat GAM scaled t family for heavy tailed data
pdTens Functions implementing a pdMat class for tensor product smooths
notExp2 Alternative to log parameterization for variance components
sdiag Extract or modify diagonals of a matrix
mroot Smallest square root of matrix
predict.gam Prediction from fitted GAM model
plot.gam Default GAM plotting
model.matrix.gam Extract model matrix from GAM fit
print.gam Print a Generalized Additive Model object.
smooth.construct.sos.smooth.spec Splines on the sphere
polys.plot Plot geographic regions defined as polygons
slanczos Compute truncated eigen decomposition of a symmetric matrix
qq.gam QQ plots for gam model residuals Soap film smoother constructer
single.index Single index models with mgcv
exclude.too.far Exclude prediction grid points too far from data
t2 Define alternative tensor product smooths in GAM formulae
rmvn Generate multivariate normal deviates
gam2objective Objective functions for GAM smoothing parameter estimation
ziP GAM zero-inflated Poisson regression family
te Define tensor product smooths or tensor product interactions in GAM formulae
ziplss Zero inflated Poisson location-scale model family
rig Generate inverse Gaussian random deviates Penalized Cubic regression splines in GAMs
pcls Penalized Constrained Least Squares Fitting The one standard error rule for smoother models
residuals.gam Generalized Additive Model residuals
gamObject Fitted gam object Penalized B-splines in GAMs
s Defining smooths in GAM formulae Penalized thin plate regression splines in GAMs P-splines in GAMs Simple random effects in GAMs
smooth.terms Smooth terms in GAM
gamm Generalized Additive Mixed Models Auxilliary information from magic fit Obtain a name for a new variable that is not already in use
linear.functional.terms Linear functionals of a smooth in GAMs
ldetS Getting log generalized determinant of penalty matrices
gamlss.gH Calculating derivatives of log-likelihood wrt regression coefficients
negbin GAM negative binomial families
magic Stable Multiple Smoothing Parameter Estimation by GCV or UBRE
smooth.construct.ds.smooth.spec Low rank Duchon 1977 splines
vcov.gam Extract parameter (estimator) covariance matrix from GAM fit
vis.gam Visualization of GAM objects
uniquecombs find the unique rows in a matrix
summary.gam Summary for a GAM fit
twlss Tweedie location scale family
step.gam Alternatives to step.gam
smooth.construct.t2.smooth.spec Tensor product smoothing constructor
smooth.construct.tensor.smooth.spec Tensor product smoothing constructor
smooth.construct.mrf.smooth.spec Markov Random Field Smooths
trichol Choleski decomposition of a tri-diagonal matrix
smooth.construct Constructor functions for smooth terms in a GAM
trind.generator Generates index arrays for upper triangular storage
sp.vcov Extract smoothing parameter estimator covariance matrix from (RE)ML GAM fit
smooth.construct.fs.smooth.spec Factor smooth interactions in GAMs
spasm.construct Experimental sparse smoothers Adaptive smooths in GAMs
smoothCon Prediction/Construction wrapper functions for GAM smooth terms
smooth2random Convert a smooth to a form suitable for estimating as random effect Row Kronecker product/ tensor product smooth construction
totalPenaltySpace Obtaining (orthogonal) basis for null space and range of the penalty matrix
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Priority recommended
LazyLoad yes
ByteCompile yes
License GPL (>= 2)
NeedsCompilation yes
Packaged 2019-11-08 21:21:15 UTC; sw283
Repository CRAN
Date/Publication 2019-11-09 05:30:11 UTC

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