gam can use arbitrary smooths, specified
via terms like s(x, bs="XX"). This extension package
allows for use of the term s(x, bs="sp") which specifies
a non-penalized Slepian (discrete prolate spheroidal sequence)
projection smoother.
"smooth.construct"(object, data, knots)s(..., bs="sp", xt=c(W=w, mask=UserMask), ...), where
the user-specified W is the standardized bandwidth and
UserMask is a logical vector corresponding
to data availability for the GAM.
object$term. If data does not consist of a contiguous index series (in time),
element mask must be included as part of object. This is done
by including xt=c(mask=UserMask) as a parameter to the s
function call. See the example in spsmooth.
gam framework.
sp.smooth. In addition to the usual
elements of a smooth class documented under
smooth.construct, this object will contain:
floor(2NW) - 1.gam.As a subspace projection operator, this smoother does not use knots: each basis vector has full support.
Suggests that a bandwidth parameter be set, 0 < W < 0.5. This
bandwidth parameter is directly equivalent to the band-pass
of the resulting projection operator. This parameter is standardized
to be in units of cycles/timeStep, where timeStep is the
dT time step for the data being smoothed, i.e. 1 hour, 1 day, etc..
In the case of missing data, requires a mask vector be passed
as an extra parameter via the s(..., xt=c(mask=UserMask)) in
gam in order to accurately compute the
basis matrix.