SOP: Generalised Additive P-Spline Regression Models Estimation

Generalised additive P-spline regression models estimation using the separation of overlapping precision matrices (SOP) method. Estimation is based on the equivalence between P-splines and linear mixed models, and variance/smoothing parameters are estimated based on restricted maximum likelihood (REML). The package enables users to estimate P-spline models with overlapping penalties. Based on the work described in Rodriguez-Alvarez et al. (2015) <doi:10.1007/s11222-014-9464-2>; Rodriguez-Alvarez et al. (2019) <doi:10.1007/s11222-018-9818-2>, and Eilers and Marx (1996) <doi:10.1214/ss/1038425655>.

Package details

AuthorMaria Xose Rodriguez-Alvarez [aut, cre] (<>), Manuel Oviedo de la Fuente [aut], Maria Durban [ctb], Paul H.C. Eilers [ctb], Dae-Jin Lee [ctb], Mikis Stasinopoulos [ctb]
MaintainerMaria Xose Rodriguez-Alvarez <>
Package repositoryView on CRAN
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SOP documentation built on July 14, 2021, 9:06 a.m.