Description Usage Arguments Details Value See Also Examples
thresh_gam
fits a Generalized Additive Model (GAM) with a threshold
formulation using the by
argument in the smoothing function
s
:
gam(IND ~ s(pressure1, by = threshold_variable_low) +
s(pressure 1, by = threshold threshold_variable_high)).
The threshold value is estimated from the data and chosen by minimizing
the GCV score (termed "gcvv" in the threshold-GAM object) over an interval
defined by the lower and upper quantiles (see the a
and b
arguments respectively) of the threshold variable.
1 | thresh_gam(model, ind_vec, press_vec, t_var, name_t_var, k, a, b)
|
model |
A single GAM object from the model tibble needed to extract the family and the link function. |
ind_vec |
A vector with the IND training observations (including or excluding defined outliers). |
press_vec |
A vector with the training observations (including or excluding defined outliers) of pressure 1 (i.e. the original significant pressure in the GAM(M)). |
t_var |
A vector with the training observations (including or excluding defined outliers) of the threshold variable (i.e. a second pressure variable). |
name_t_var |
The name of the threshold variable (pressure 2). t_var will be named after this string in the model formula. |
k |
Choice of knots (for the smoothing function |
a |
The lower quantile value of the selected threshold variable, which the estimated threshold is not allowed to exceed; the default is 0.2. |
b |
The upper quantile value of the selected threshold variable, which the estimated threshold is not allowed to exceed; the default is 0.8. |
thresh_gam
creates first a sequence of evenly spaced threshold values
within the boundaries set by the lower and upper quantiles (defined by a and b).
For each threshold value that leads to a new splitting of the threshold
variables a threshold-GAM is applied: one smoothing function is applied
to only those observations where the threshold variable has been below the threshold
value for the given time step (year). A second smoothing function is applied to
observations where the threshold variable is above the prior defined threshold.
From the list of computed models the threshold-GAM with the lowest Generalized
Cross Validation (GCV) and its threshold value are selected and returned. For more
infos on threshold-GAMs see also the details section in test_interaction
.
The function returns a gam
object with the additional class tgam
.
All method functions for gam
can be applied to this function. The object
has four additional elements:
mr
The threshold value of the best threshold-GAM.
mgcv
The GCV of the best threshold-GAM.
gcvv
A vector of the GCV values of all fitted threshold-GAMs.
t_val
A vector of all tested threshold values within the boundaries set by the lower and upper quantiles.
train_na
A logical vector indicating missing values.
test_interaction
and loocv_thresh_gam
which apply the function
1 2 3 4 5 6 | # Using some models of the Baltic Sea demo data in this package
test <- thresh_gam(model = model_gam_ex$model[[1]],
ind_vec = ind_init_ex$ind_train[[1]],
press_vec = ind_init_ex$press_train[[1]],
t_var = ind_init_ex$press_train[[2]],
name_t_var = "Ssum", k = 4, a = 0.2, b = 0.8)
|
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