cgam: Constrained Generalized Additive Model

A constrained generalized additive model is fitted by the cgam routine. Given a set of predictors, each of which may have a shape or order restrictions, the maximum likelihood estimator for the constrained generalized additive model is found using an iteratively re-weighted cone projection algorithm. The ShapeSelect routine chooses a subset of predictor variables and describes the component relationships with the response. For each predictor, the user need only specify a set of possible shape or order restrictions. A model selection method chooses the shapes and orderings of the relationships as well as the variables. The cone information criterion (CIC) is used to select the best combination of variables and shapes. A genetic algorithm may be used when the set of possible models is large. In addition, the wps routine implements a two-dimensional isotonic regression without additivity assumptions.

Author
Mary C. Meyer and Xiyue Liao
Date of publication
2016-11-02 19:52:38
Maintainer
Xiyue Liao <xiyue@rams.colostate.edu>
License
GPL (>= 2)
Version
1.6

View on CRAN

Man pages

best.fit
Extract the Best Fit Returned by the ShapeSelect Routine
cgam
Constrained Generalized Additive Model Fitting
conc
Specify a Concave Shape-Restriction in a CGAM Formula
conv
Specify a Convex Shape-Restriction in a CGAM Formula
cubic
A Data Set for Cgam
dd
Specify a Doubly-Decreasing Shape-Restriction in a WPS...
decr
Specify a Decreasing Shape-Restriction in a CGAM Formula
decr.conc
Specify a Decreasing and Concave Shape-Restriction in a CGAM...
decr.conv
Specify a Decreasing and Convex Shape-Restriction in a CGAM...
di
Specify a Decreasing-Increasing Shape-Restriction in a WPS...
ii
Specify a Doubly-Increasing Shape-Restriction in a WPS...
incr
Specify an Increasing Shape-Restriction in a CGAM Formula
incr.conc
Specify an Increasing and Concave Shape-Restriction in a CGAM...
incr.conv
Specify an Increasing and Convex Shape-Restriction in a CGAM...
in.or.out
To Include a Non-Parametrically Modelled Predictor in a...
plasma
A Data Set for Cgam
plotpersp
Create a 3D Plot for a CGAM or WPS Object
plot.shapeselect
Plot Routine for a SHAPESELECT Fit
predict.cgam
Prediction Routine for a CGAM Fit
s
Specify a Smooth Shape-Restriction in a CGAM Formula
s.conc
Specify a Smooth and Concave Shape-Restriction in a CGAM...
s.conv
Specify a Smooth and Convex Shape-Restriction in a CGAM...
s.decr
Specify a Smooth and Decreasing Shape-Restriction in a CGAM...
s.decr.conc
Specify a Smooth, Decreasing and Concave Shape-Restriction in...
s.decr.conv
Specify a Smooth, Decreasing and Convex Shape-Restriction in...
shapes
To Include a Non-Parametrically Modelled Predictor in a...
ShapeSelect
Variable and Shape Selection via Genetic Algorithm
s.incr
Specify a Smooth and Increasing Shape-Restriction in a CGAM...
s.incr.conc
Specify a Smooth, Increasing and Concave Shape-Restriction in...
s.incr.conv
Specify an Smooth, Increasing and Convex Shape-Restriction in...
tree
Specify a Tree-Ordering in a CGAM Formula
umbrella
Specify an Umbrella-Ordering in a CGAM Formula
wps
Warped-Plane Spline-Based Isotonic Regression

Files in this package

cgam
cgam/NAMESPACE
cgam/data
cgam/data/cubic.rda
cgam/data/plasma.rda
cgam/R
cgam/R/cgam.R
cgam/MD5
cgam/DESCRIPTION
cgam/ChangeLog
cgam/man
cgam/man/s.incr.conc.Rd
cgam/man/cubic.Rd
cgam/man/incr.conc.Rd
cgam/man/s.incr.conv.Rd
cgam/man/shapes.Rd
cgam/man/in.or.out.Rd
cgam/man/plotpersp.Rd
cgam/man/s.incr.Rd
cgam/man/decr.conv.Rd
cgam/man/plasma.Rd
cgam/man/incr.conv.Rd
cgam/man/conc.Rd
cgam/man/dd.Rd
cgam/man/s.decr.conc.Rd
cgam/man/incr.Rd
cgam/man/di.Rd
cgam/man/best.fit.Rd
cgam/man/predict.cgam.Rd
cgam/man/decr.Rd
cgam/man/umbrella.Rd
cgam/man/s.decr.Rd
cgam/man/cgam.Rd
cgam/man/ii.Rd
cgam/man/conv.Rd
cgam/man/s.decr.conv.Rd
cgam/man/wps.Rd
cgam/man/s.Rd
cgam/man/s.conc.Rd
cgam/man/decr.conc.Rd
cgam/man/plot.shapeselect.Rd
cgam/man/tree.Rd
cgam/man/s.conv.Rd
cgam/man/ShapeSelect.Rd