mgcv v1.8-33


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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 Predict matrix method functions
Sl.repara Applying re-parameterization from log-determinant of penalty matrix to model matrix.
Sl.inirep Re-parametrizing model matrix X
betar GAM beta regression family
Sl.setup Setting up a list representing a block diagonal penalty matrix
Tweedie GAM Tweedie families Prediction matrix for soap film smooth
FFdes Level 5 fractional factorial designs
Predict.matrix Prediction methods for smooth terms in a GAM
Rrank Find rank of upper triangular matrix
bug.reports.mgcv Reporting mgcv bugs.
choose.k Basis dimension choice for smooths
choldrop Deletion and rank one Cholesky factor update
cSplineDes Evaluate cyclic B spline basis
blas.thread.test BLAS thread safety
bandchol Choleski decomposition of a band diagonal matrix Additive Cox Proportional Hazard Model
family.mgcv Distribution families in mgcv
bam Generalized additive models for very large datasets
cox.pht Additive Cox proportional hazard models with time varying covariates
dDeta Obtaining derivative w.r.t. linear predictor
extract.lme.cov Extract the data covariance matrix from an lme object
bam.update Update a strictly additive bam model for new data.
exclude.too.far Exclude prediction grid points too far from data
XWXd Internal functions for discretized model matrix handling
anova.gam Approximate hypothesis tests related to GAM fits
columb Reduced version of Columbus OH crime data
fixDependence Detect linear dependencies of one matrix on another Modify families for use in GAM fitting and checking
concurvity GAM concurvity measures
full.score GCV/UBRE score for use within nlm
gam.reparam Finding stable orthogonal re-parameterization of the square root penalty.
fs.test FELSPLINE test function
gam.convergence GAM convergence and performance issues
gam Generalized additive models with integrated smoothness estimation
gam.control Setting GAM fitting defaults
gam.check Some diagnostics for a fitted gam model Post-processing output of gam.fit5 GAM P-IRLS estimation with GCV/UBRE smoothness estimation
formXtViX Form component of GAMM covariance matrix
gamm Generalized Additive Mixed Models Simple posterior simulation with gam fits
gammals Gamma location-scale model family
gaulss Gaussian location-scale model family
get.var Get named variable or evaluate expression from list or data.frame
gamlss.gH Calculating derivatives of log-likelihood wrt regression coefficients
gamlss.etamu Transform derivatives wrt mu to derivatives wrt linear predictor
gam.side Identifiability side conditions for a GAM
formula.gam GAM formula
gam.selection Generalized Additive Model Selection
gumbls Gumbel location-scale model family
identifiability Identifiability constraints
initial.sp Starting values for multiple smoothing parameter estimation
influence.gam Extract the diagonal of the influence/hat matrix for a GAM
gam.scale Scale parameter estimation in GAMs
ginla GAM Integrated Nested Laplace Approximation Newton Enhanced
k.check Checking smooth basis dimension
gevlss Generalized Extreme Value location-scale model family
ldTweedie Log Tweedie density evaluation
gamObject Fitted gam object
gam.models Specifying generalized additive models
ls.size Size of list elements
multinom GAM multinomial logistic regression
logLik.gam AIC and Log likelihood for a fitted GAM
gam.fit3 P-IRLS GAM estimation with GCV \& UBRE/AIC or RE/ML derivative calculation
gam.outer Minimize GCV or UBRE score of a GAM using `outer' iteration
magic Stable Multiple Smoothing Parameter Estimation by GCV or UBRE
mini.roots Obtain square roots of penalty matrices
mgcv.parallel Parallel computation in mgcv. Auxilliary information from magic fit
gam.vcomp Report gam smoothness estimates as variance components Missing data in GAMs
gam2objective Objective functions for GAM smoothing parameter estimation
jagam Just Another Gibbs Additive Modeller: JAGS support for mgcv.
interpret.gam Interpret a GAM formula The one standard error rule for smoother models
gamSim Simulate example data for GAMs
pcls Penalized Constrained Least Squares Fitting
psum.chisq Evaluate the c.d.f. of a weighted sum of chi-squared deviates
print.gam Print a Generalized Additive Model object.
mvn Multivariate normal additive models The basis of the space of un-penalized functions for a TPRS
plot.gam Default GAM plotting
polys.plot Plot geographic regions defined as polygons
predict.gam Prediction from fitted GAM model
notExp Functions for better-than-log positive parameterization
model.matrix.gam Extract model matrix from GAM fit
predict.bam Prediction from fitted Big Additive Model model
in.out Which of a set of points lie within a polygon defined region
pen.edf Extract the effective degrees of freedom associated with each penalty in a gam fit
place.knots Automatically place a set of knots evenly through covariate values
mgcv.FAQ Frequently Asked Questions for package mgcv
notExp2 Alternative to log parameterization for variance components
s Defining smooths in GAM formulae
ldetS Getting log generalized determinant of penalty matrices
mono.con Monotonicity constraints for a cubic regression spline
mroot Smallest square root of matrix
ocat GAM ordered categorical family
inSide Are points inside boundary?
mgcv.package Mixed GAM Computation Vehicle with GCV/AIC/REML smoothness estimation and GAMMs by REML/PQL
linear.functional.terms Linear functionals of a smooth in GAMs
sdiag Extract or modify diagonals of a matrix
negbin GAM negative binomial families
shash Sinh-arcsinh location scale and shape model family
residuals.gam Generalized Additive Model residuals
smooth.construct Constructor functions for smooth terms in a GAM
random.effects Random effects in GAMs Adaptive smooths in GAMs P-splines in GAMs
single.index Single index models with mgcv
qq.gam QQ plots for gam model residuals Simple random effects in GAMs
slanczos Compute truncated eigen decomposition of a symmetric matrix
rTweedie Generate Tweedie random deviates Low rank Gaussian process smooths
t2 Define alternative tensor product smooths in GAM formulae
summary.gam Summary for a GAM fit
rig Generate inverse Gaussian random deviates
pdTens Functions implementing a pdMat class for tensor product smooths
rmvn Generate from or evaluate multivariate normal or t densities. Obtain a name for a new variable that is not already in use
pdIdnot Overflow proof pdMat class for multiples of the identity matrix
uniquecombs find the unique rows in a matrix Penalized B-splines in GAMs Penalized Cubic regression splines in GAMs
smooth.construct.mrf.smooth.spec Markov Random Field Smooths Soap film smoother constructer
vis.gam Visualization of GAM objects Generic function to provide extra information about smooth specification
spasm.construct Experimental sparse smoothers Penalized thin plate regression splines in GAMs
step.gam Alternatives to step.gam
scat GAM scaled t family for heavy tailed data
smooth.construct.sos.smooth.spec Splines on the sphere
smooth.construct.fs.smooth.spec Factor smooth interactions in GAMs
smooth.construct.ds.smooth.spec Low rank Duchon 1977 splines
te Define tensor product smooths or tensor product interactions in GAM formulae
smooth.construct.t2.smooth.spec Tensor product smoothing constructor
smooth.construct.tensor.smooth.spec Tensor product smoothing constructor
smoothCon Prediction/Construction wrapper functions for GAM smooth terms
trind.generator Generates index arrays for upper triangular storage
sp.vcov Extract smoothing parameter estimator covariance matrix from (RE)ML GAM fit
ziplss Zero inflated (hurdle) Poisson location-scale model family
twlss Tweedie location scale family Row Kronecker product/ tensor product smooth construction
vcov.gam Extract parameter (estimator) covariance matrix from GAM fit
smooth2random Convert a smooth to a form suitable for estimating as random effect
totalPenaltySpace Obtaining (orthogonal) basis for null space and range of the penalty matrix
smooth.terms Smooth terms in GAM
trichol Choleski decomposition of a tri-diagonal matrix
ziP GAM zero-inflated (hurdle) Poisson regression family
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Priority recommended
LazyLoad yes
ByteCompile yes
License GPL (>= 2)
NeedsCompilation yes
Packaged 2020-08-24 19:32:32 UTC; sw283
Repository CRAN
Date/Publication 2020-08-27 08:30:02 UTC

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