SOP-package: Generalised Additive P-Spline Regression Models Estimation

In SOP: Generalised Additive P-Spline Regression Models Estimation

Generalised Additive P-Spline Regression Models Estimation

Description

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>.

Details

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This package incorporates the function sop() which enables users to estimate multidimensional generalised P-spline regression models with overlapping penalties. For a complete list of functions use library(help = SOP).

Author(s)

Maria Xose Rodriguez-Alvarez [aut, cre] (<https://orcid.org/0000-0002-1329-9238>), Manuel Oviedo de la Fuente [aut], Maria Durban [ctb], Paul H.C. Eilers [ctb], Dae-Jin Lee [ctb], Mikis Stasinopoulos [ctb]

Maintainer: Maria Xose Rodriguez-Alvarez <[e-mail]>

References

Eilers, P.H.C. and Marx, B.D. (1996). Flexible smoothing with B-splines and penalties. Statistical Science, 11 (2), 89–121.

Rodriguez-Alvarez, M.X., Lee, D. J., Kneib, T., Durban, M., and Eilers, P. (2015). Fast smoothing parameter separation in multidimensional generalized P-splines: the SAP algorithm. Statistics and Computing, 25 (5), 941–957.

Rodriguez-Alvarez, M.X., Durban, M., Lee, D. J. and Eilers, P. (2019). On the estimation of variance parameters in non-standard generalised linear mixed models: application to penalised smoothing. Statistics and Computing, 29 (3), 483–500.

SOP documentation built on Sept. 16, 2023, 1:07 a.m.