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mgcv (version 1.8-39)

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

129,571

Version

1.8-39

License

GPL (>= 2)

Maintainer

Simon Wood

Last Published

February 24th, 2022

Functions in mgcv (1.8-39)

Predict.matrix.soap.film

Prediction matrix for soap film smooth
bam

Generalized additive models for very large datasets
bam.update

Update a strictly additive bam model for new data.
Tweedie

GAM Tweedie families
cox.ph

Additive Cox Proportional Hazard Model
Predict.matrix.cr.smooth

Predict matrix method functions
Predict.matrix

Prediction methods for smooth terms in a GAM
betar

GAM beta regression family
bandchol

Choleski decomposition of a band diagonal matrix
blas.thread.test

BLAS thread safety
FFdes

Level 5 fractional factorial designs
family.mgcv

Distribution families in mgcv
extract.lme.cov

Extract the data covariance matrix from an lme object
dDeta

Obtaining derivative w.r.t. linear predictor
exclude.too.far

Exclude prediction grid points too far from data
cox.pht

Additive Cox proportional hazard models with time varying covariates
gam

Generalized additive models with integrated smoothness estimation
bug.reports.mgcv

Reporting mgcv bugs.
gam.check

Some diagnostics for a fitted gam model
columb

Reduced version of Columbus OH crime data
cSplineDes

Evaluate cyclic B spline basis
concurvity

GAM concurvity measures
XWXd

Internal functions for discretized model matrix handling
gam.models

Specifying generalized additive models
anova.gam

Approximate hypothesis tests related to GAM fits
gam2objective

Objective functions for GAM smoothing parameter estimation
gam.vcomp

Report gam smoothness estimates as variance components
fs.test

FELSPLINE test function
gam.outer

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

Form component of GAMM covariance matrix
k.check

Checking smooth basis dimension
ginla

GAM Integrated Nested Laplace Approximation Newton Enhanced
gevlss

Generalized Extreme Value location-scale model family
Sl.inirep

Re-parametrizing model matrix X
gam.fit3

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

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

Gaussian location-scale model family
gam.scale

Scale parameter estimation in GAMs
gam.fit

GAM P-IRLS estimation with GCV/UBRE smoothness estimation
gumbls

Gumbel location-scale model family
get.var

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

Identifiability constraints
formula.gam

GAM formula
Sl.repara

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

Log Tweedie density evaluation
choldrop

Deletion and rank one Cholesky factor update
full.score

GCV/UBRE score for use within nlm
negbin

GAM negative binomial families
choose.k

Basis dimension choice for smooths
gamObject

Fitted gam object
gam.selection

Generalized Additive Model Selection
fix.family.link

Modify families for use in GAM fitting and checking
gam.convergence

GAM convergence and performance issues
gam.control

Setting GAM fitting defaults
fixDependence

Detect linear dependencies of one matrix on another
in.out

Which of a set of points lie within a polygon defined region
new.name

Obtain a name for a new variable that is not already in use
mini.roots

Obtain square roots of penalty matrices
inSide

Are points inside boundary?
mgcv.parallel

Parallel computation in mgcv.
notExp

Functions for better-than-log positive parameterization
ldetS

Getting log generalized determinant of penalty matrices
interpret.gam

Interpret a GAM formula
missing.data

Missing data in GAMs
jagam

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

Simulate example data for GAMs
linear.functional.terms

Linear functionals of a smooth in GAMs
model.matrix.gam

Extract model matrix from GAM fit
logLik.gam

AIC and Log likelihood for a fitted GAM
gam.side

Identifiability side conditions for a GAM
gam.fit5.post.proc

Post-processing output of gam.fit5
gam.mh

Simple posterior simulation with gam fits
gamlss.etamu

Transform derivatives wrt mu to derivatives wrt linear predictor
gamlss.gH

Calculating derivatives of log-likelihood wrt regression coefficients
notExp2

Alternative to log parameterization for variance components
ls.size

Size of list elements
influence.gam

Extract the diagonal of the influence/hat matrix for a GAM
pdIdnot

Overflow proof pdMat class for multiples of the identity matrix
multinom

GAM multinomial logistic regression
mvn

Multivariate normal additive models
initial.sp

Starting values for multiple smoothing parameter estimation
magic.post.proc

Auxilliary information from magic fit
magic

Stable Multiple Smoothing Parameter Estimation by GCV or UBRE
sdiag

Extract or modify diagonals of a matrix
predict.bam

Prediction from fitted Big Additive Model model
predict.gam

Prediction from fitted GAM model
plot.gam

Default GAM plotting
rmvn

Generate from or evaluate multivariate normal or t densities.
pcls

Penalized Constrained Least Squares Fitting
rig

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

Adaptive smooths in GAMs
smooth.construct

Constructor functions for smooth terms in a GAM
one.se.rule

The one standard error rule for smoother models
polys.plot

Plot geographic regions defined as polygons
random.effects

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

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

Factor smooth interactions in GAMs
shash

Sinh-arcsinh location scale and shape model family
residuals.gam

Generalized Additive Model residuals
pdTens

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

P-splines in GAMs
psum.chisq

Evaluate the c.d.f. of a weighted sum of chi-squared deviates
print.gam

Print a Generalized Additive Model object.
smooth.construct.re.smooth.spec

Simple random effects in GAMs
gamm

Generalized Additive Mixed Models
gammals

Gamma location-scale model family
place.knots

Automatically place a set of knots evenly through covariate values
step.gam

Alternatives to step.gam
spasm.construct

Experimental sparse smoothers
pen.edf

Extract the effective degrees of freedom associated with each penalty in a gam fit
smooth.construct.tp.smooth.spec

Penalized thin plate regression splines in GAMs
vis.gam

Visualization of GAM objects
ziP

GAM zero-inflated (hurdle) Poisson regression family
trind.generator

Generates index arrays for upper triangular storage
smooth.info

Generic function to provide extra information about smooth specification
twlss

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

Penalized B-splines in GAMs
mgcv.FAQ

Frequently Asked Questions for package mgcv
mgcv.package

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

Penalized Cubic regression splines in GAMs
smooth.terms

Smooth terms in GAM
single.index

Single index models with mgcv
smooth2random

Convert a smooth to a form suitable for estimating as random effect
mono.con

Monotonicity constraints for a cubic regression spline
uniquecombs

find the unique rows in a matrix
mroot

Smallest square root of matrix
vcov.gam

Extract parameter (estimator) covariance matrix from GAM fit
null.space.dimension

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

GAM ordered categorical family
smooth.construct.t2.smooth.spec

Tensor product smoothing constructor
sp.vcov

Extract smoothing parameter estimator covariance matrix from (RE)ML GAM fit
smoothCon

Prediction/Construction wrapper functions for GAM smooth terms
smooth.construct.tensor.smooth.spec

Tensor product smoothing constructor
slanczos

Compute truncated eigen decomposition of a symmetric matrix
ziplss

Zero inflated (hurdle) Poisson location-scale model family
qq.gam

QQ plots for gam model residuals
scat

GAM scaled t family for heavy tailed data
smooth.construct.gp.smooth.spec

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

Markov Random Field Smooths
totalPenaltySpace

Obtaining (orthogonal) basis for null space and range of the penalty matrix
s

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

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

Soap film smoother constructer
rTweedie

Generate Tweedie random deviates
trichol

Choleski decomposition of a tri-diagonal matrix
t2

Define alternative tensor product smooths in GAM formulae
summary.gam

Summary for a GAM fit
tensor.prod.model.matrix

Row Kronecker product/ tensor product smooth construction
te

Define tensor product smooths or tensor product interactions in GAM formulae
Sl.setup

Setting up a list representing a block diagonal penalty matrix
Rrank

Find rank of upper triangular matrix