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.

AuthorMary C. Meyer and Xiyue Liao
Date of publication2016-11-02 19:52:38
MaintainerXiyue Liao <xiyue@rams.colostate.edu>
LicenseGPL (>= 2)
Version1.6

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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