refund (version 0.1-1)

amc: Additive model with constraints

Description

An internal function, called by fosr(), that fits additive models with linear constraints via a call to the gam() function in the mgcv package.

Usage

amc(y, Xmat, S, gam.method = "REML", C = NULL, lambda = NULL)

Arguments

y

response vector.

Xmat

design matrix.

S

list of penalty matrices.

gam.method

smoothing parameter selection method: "REML" for restricted maximum likelihood, "GCV.Cp" for generalized cross-validation.

C

matrix of linear constraints. Dimension should be number of constraints times ncol(Xmat).

lambda

smoothing parameter value. If NULL, the smoothing parameter(s) will be estimated.

Value

• A list with the following elements:
• gam
  the gam object returned by gam().
• coefficients
  coefficients with respect to design matrix Xmat, derived from the gam() fit.
• Vp, GinvXt
  outputs used by fosr().
• method
  the gam.method argument of the call to amc().

See Also

fosr