mgcv: Mixed GAM Computation Vehicle with GCV/AIC/REML Smoothness Estimation

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GAMs, GAMMs and other generalized ridge regression with multiple smoothing parameter estimation by GCV, REML or UBRE/AIC. Includes a gam() function, a wide variety of smoothers, JAGS support and distributions beyond the exponential family.

Author
Simon Wood <simon.wood@r-project.org>
Date of publication
2016-11-07 19:28:16
Maintainer
Simon Wood <simon.wood@r-project.org>
License
GPL (>= 2)
Version
1.8-16

View on CRAN

Man pages

anova.gam
Approximate hypothesis tests related to GAM fits
bam
Generalized additive models for very large datasets
bam.update
Update a strictly additive bam model for new data.
bandchol
Choleski decomposition of a band diagonal matrix
Beta
GAM beta regression family
bug.reports.mgcv
Reporting mgcv bugs.
choose.k
Basis dimension choice for smooths
columb
Reduced version of Columbus OH crime data
concurvity
GAM concurvity measures
coxph
Additive Cox Proportional Hazard Model
coxpht
Additive Cox proportional hazard models with time varying...
cSplineDes
Evaluate cyclic B spline basis
exclude.too.far
Exclude prediction grid points too far from data
extract.lme.cov
Extract the data covariance matrix from an lme object
family.mgcv
Distribution families in mgcv
fixDependence
Detect linear dependencies of one matrix on another
fix.family.link
Modify families for use in GAM fitting and checking
formula.gam
GAM formula
formXtViX
Form component of GAMM covariance matrix
fs.test
FELSPLINE test function
full.score
GCV/UBRE score for use within nlm
gam
Generalized additive models with integrated smoothness...
gam2objective
Objective functions for GAM smoothing parameter estimation
gam.check
Some diagnostics for a fitted gam model
gam.control
Setting GAM fitting defaults
gam.convergence
GAM convergence and performance issues
gam.fit
GAM P-IRLS estimation with GCV/UBRE smoothness estimation
gam.fit3
P-IRLS GAM estimation with GCV & UBRE/AIC or RE/ML derivative...
gamm
Generalized Additive Mixed Models
gam.models
Specifying generalized additive models
gamObject
Fitted gam object
gam.outer
Minimize GCV or UBRE score of a GAM using 'outer' iteration
gam.scale
Scale parameter estimation in GAMs
gam.selection
Generalized Additive Model Selection
gam.side
Identifiability side conditions for a GAM
gamSim
Simulate example data for GAMs
gam.vcomp
Report gam smoothness estimates as variance components
gaulss
Gaussian location-scale model family
get.var
Get named variable or evaluate expression from list or...
gevlss
Generalized Extreme Value location-scale model family
identifiability
Identifiability constraints
influence.gam
Extract the diagonal of the influence/hat matrix for a GAM
initial.sp
Starting values for multiple smoothing parameter estimation
in.out
Which of a set of points lie within a polygon defined region
inSide
Are points inside boundary?
interpret.gam
Interpret a GAM formula
jagam
Just Another Gibbs Additive Modeller: JAGS support for mgcv.
ldTweedie
Log Tweedie density evaluation
linear.functional.terms
Linear functionals of a smooth in GAMs
logLik.gam
Log likelihood for a fitted GAM, for AIC
ls.size
Size of list elements
magic
Stable Multiple Smoothing Parameter Estimation by GCV or UBRE
magic.post.proc
Auxilliary information from magic fit
mgcv-FAQ
Frequently Asked Questions for package mgcv
mgcv-package
Mixed GAM Computation Vehicle with GCV/AIC/REML smoothness...
mgcv-parallel
Parallel computation in mgcv.
missing.data
Missing data in GAMs
model.matrix.gam
Extract model matrix from GAM fit
mono.con
Monotonicity constraints for a cubic regression spline
mroot
Smallest square root of matrix
multinom
GAM multinomial logistic regression
mvn
Multivariate normal additive models
negbin
GAM negative binomial families
new.name
Obtain a name for a new variable that is not already in use
notExp
Functions for better-than-log positive parameterization
notExp2
Alternative to log parameterization for variance components
null.space.dimension
The basis of the space of un-penalized functions for a TPRS
ocat
GAM ordered categorical family
one.se.rule
The one standard error rule for smoother models
pcls
Penalized Constrained Least Squares Fitting
pdIdnot
Overflow proof pdMat class for multiples of the identity...
pdTens
Functions implementing a pdMat class for tensor product...
pen.edf
Extract the effective degrees of freedom associated with each...
place.knots
Automatically place a set of knots evenly through covariate...
plot.gam
Default GAM plotting
polys.plot
Plot geographic regions defined as polygons
predict.bam
Prediction from fitted Big Additive Model model
predict.gam
Prediction from fitted GAM model
Predict.matrix
Prediction methods for smooth terms in a GAM
Predict.matrix.cr.smooth
Predict matrix method functions
Predict.matrix.soap.film
Prediction matrix for soap film smooth
print.gam
Print a Generalized Additive Model object.
qq.gam
QQ plots for gam model residuals
random.effects
Random effects in GAMs
residuals.gam
Generalized Additive Model residuals
rig
Generate inverse Gaussian random deviates
rmvn
Generate multivariate normal deviates
Rrank
Find rank of upper triangular matrix
rTweedie
Generate Tweedie random deviates
s
Defining smooths in GAM formulae
scat
GAM scaled t family for heavy tailed data
sdiag
Extract or modify diagonals of a matrix
single.index
Single index models with mgcv
slanczos
Compute truncated eigen decomposition of a symmetric matrix
smooth2random
Convert a smooth to a form suitable for estimating as random...
smoothCon
Prediction/Construction wrapper functions for GAM smooth...
smooth.construct
Constructor functions for smooth terms in a GAM
smooth.construct.ad.smooth.spec
Adaptive smooths in GAMs
smooth.construct.bs.smooth.spec
Penalized B-splines in GAMs
smooth.construct.cr.smooth.spec
Penalized Cubic regression splines in GAMs
smooth.construct.ds.smooth.spec
Low rank Duchon 1977 splines
smooth.construct.fs.smooth.spec
Factor smooth interactions in GAMs
smooth.construct.gp.smooth.spec
Low rank Gaussian process smooths
smooth.construct.mrf.smooth.spec
Markov Random Field Smooths
smooth.construct.ps.smooth.spec
P-splines in GAMs
smooth.construct.re.smooth.spec
Simple random effects in GAMs
smooth.construct.so.smooth.spec
Soap film smoother constructer
smooth.construct.sos.smooth.spec
Splines on the sphere
smooth.construct.t2.smooth.spec
Tensor product smoothing constructor
smooth.construct.tensor.smooth.spec
Tensor product smoothing constructor
smooth.construct.tp.smooth.spec
Penalized thin plate regression splines in GAMs
smooth.terms
Smooth terms in GAM
spasm.construct
Experimental sparse smoothers
sp.vcov
Extract smoothing parameter estimator covariance matrix from...
step.gam
Alternatives to step.gam
summary.gam
Summary for a GAM fit
t2
Define alternative tensor product smooths in GAM formulae
te
Define tensor product smooths or tensor product interactions...
tensor.prod.model.matrix
Utility functions for constructing tensor product smooths
trichol
Choleski decomposition of a tri-diagonal matrix
Tweedie
GAM Tweedie families
uniquecombs
find the unique rows in a matrix
vcov.gam
Extract parameter (estimator) covariance matrix from GAM fit
vis.gam
Visualization of GAM objects
ziP
GAM zero-inflated Poisson regression family
ziplss
Zero inflated Poisson location-scale model family

Files in this package

mgcv
mgcv/po
mgcv/po/mgcv.pot
mgcv/po/R-fr.po
mgcv/po/de.po
mgcv/po/R-mgcv.pot
mgcv/po/pl.po
mgcv/po/R-de.po
mgcv/po/fr.po
mgcv/po/ko.po
mgcv/po/R-en@quot.po
mgcv/po/en@quot.po
mgcv/po/R-pl.po
mgcv/po/R-ko.po
mgcv/inst
mgcv/inst/po
mgcv/inst/po/pl
mgcv/inst/po/pl/LC_MESSAGES
mgcv/inst/po/pl/LC_MESSAGES/mgcv.mo
mgcv/inst/po/pl/LC_MESSAGES/R-mgcv.mo
mgcv/inst/po/en@quot
mgcv/inst/po/en@quot/LC_MESSAGES
mgcv/inst/po/en@quot/LC_MESSAGES/mgcv.mo
mgcv/inst/po/en@quot/LC_MESSAGES/R-mgcv.mo
mgcv/inst/po/ko
mgcv/inst/po/ko/LC_MESSAGES
mgcv/inst/po/ko/LC_MESSAGES/mgcv.mo
mgcv/inst/po/ko/LC_MESSAGES/R-mgcv.mo
mgcv/inst/po/fr
mgcv/inst/po/fr/LC_MESSAGES
mgcv/inst/po/fr/LC_MESSAGES/mgcv.mo
mgcv/inst/po/fr/LC_MESSAGES/R-mgcv.mo
mgcv/inst/po/de
mgcv/inst/po/de/LC_MESSAGES
mgcv/inst/po/de/LC_MESSAGES/mgcv.mo
mgcv/inst/po/de/LC_MESSAGES/R-mgcv.mo
mgcv/inst/CITATION
mgcv/src
mgcv/src/mgcv.h
mgcv/src/matrix.c
mgcv/src/Makevars
mgcv/src/mvn.c
mgcv/src/misc.c
mgcv/src/discrete.c
mgcv/src/magic.c
mgcv/src/general.h
mgcv/src/qp.c
mgcv/src/qp.h
mgcv/src/tprs.c
mgcv/src/soap.c
mgcv/src/mgcv.c
mgcv/src/gdi.c
mgcv/src/sparse-smooth.c
mgcv/src/init.c
mgcv/src/coxph.c
mgcv/src/mat.c
mgcv/src/tprs.h
mgcv/src/matrix.h
mgcv/NAMESPACE
mgcv/GPL-2
mgcv/data
mgcv/data/columb.polys.rda
mgcv/data/columb.rda
mgcv/R
mgcv/R/smooth.r
mgcv/R/bam.r
mgcv/R/gamm.r
mgcv/R/misc.r
mgcv/R/soap.r
mgcv/R/fast-REML.r
mgcv/R/mvam.r
mgcv/R/efam.r
mgcv/R/coxph.r
mgcv/R/gam.fit3.r
mgcv/R/gam.fit4.r
mgcv/R/gamlss.r
mgcv/R/gam.sim.r
mgcv/R/sparse.r
mgcv/R/mgcv.r
mgcv/R/jagam.r
mgcv/R/plots.r
mgcv/MD5
mgcv/DESCRIPTION
mgcv/ChangeLog
mgcv/man
mgcv/man/notExp2.Rd
mgcv/man/gamSim.Rd
mgcv/man/ldTweedie.Rd
mgcv/man/spasm.construct.Rd
mgcv/man/te.Rd
mgcv/man/gam2objective.Rd
mgcv/man/step.gam.Rd
mgcv/man/inSide.Rd
mgcv/man/qq.gam.Rd
mgcv/man/mgcv-package.Rd
mgcv/man/notExp.Rd
mgcv/man/sdiag.Rd
mgcv/man/fixDependence.Rd
mgcv/man/gam.control.Rd
mgcv/man/linear.functional.terms.Rd
mgcv/man/cSplineDes.Rd
mgcv/man/formXtViX.Rd
mgcv/man/ls.size.Rd
mgcv/man/full.score.Rd
mgcv/man/model.matrix.gam.Rd
mgcv/man/gam.side.Rd
mgcv/man/smooth.construct.tensor.smooth.spec.Rd
mgcv/man/slanczos.Rd
mgcv/man/vcov.gam.Rd
mgcv/man/magic.post.proc.Rd
mgcv/man/magic.Rd
mgcv/man/pcls.Rd
mgcv/man/residuals.gam.Rd
mgcv/man/in.out.Rd
mgcv/man/multinom.Rd
mgcv/man/smooth.construct.ps.smooth.spec.Rd
mgcv/man/columb.Rd
mgcv/man/smooth.terms.Rd
mgcv/man/gamm.Rd
mgcv/man/smooth2random.Rd
mgcv/man/gam.selection.Rd
mgcv/man/mono.con.Rd
mgcv/man/Tweedie.Rd
mgcv/man/fix.family.link.Rd
mgcv/man/trichol.Rd
mgcv/man/concurvity.Rd
mgcv/man/anova.gam.Rd
mgcv/man/jagam.Rd
mgcv/man/fs.test.Rd
mgcv/man/gam.scale.Rd
mgcv/man/gam.outer.Rd
mgcv/man/family.mgcv.Rd
mgcv/man/smooth.construct.gp.smooth.spec.Rd
mgcv/man/gam.models.Rd
mgcv/man/missing.data.Rd
mgcv/man/smooth.construct.Rd
mgcv/man/interpret.gam.Rd
mgcv/man/null.space.dimension.Rd
mgcv/man/summary.gam.Rd
mgcv/man/vis.gam.Rd
mgcv/man/predict.bam.Rd
mgcv/man/pdTens.Rd
mgcv/man/smooth.construct.re.smooth.spec.Rd
mgcv/man/t2.Rd
mgcv/man/smooth.construct.sos.smooth.spec.Rd
mgcv/man/pdIdnot.Rd
mgcv/man/smooth.construct.cr.smooth.spec.Rd
mgcv/man/identifiability.Rd
mgcv/man/smooth.construct.ds.smooth.spec.Rd
mgcv/man/bam.update.Rd
mgcv/man/single.index.Rd
mgcv/man/plot.gam.Rd
mgcv/man/one.se.rule.Rd
mgcv/man/place.knots.Rd
mgcv/man/bandchol.Rd
mgcv/man/scat.Rd
mgcv/man/smooth.construct.so.smooth.spec.Rd
mgcv/man/extract.lme.cov.Rd
mgcv/man/Predict.matrix.soap.film.Rd
mgcv/man/gam.fit3.Rd
mgcv/man/rTweedie.Rd
mgcv/man/Rrank.Rd
mgcv/man/mroot.Rd
mgcv/man/get.var.Rd
mgcv/man/rig.Rd
mgcv/man/new.name.Rd
mgcv/man/predict.gam.Rd
mgcv/man/Predict.matrix.Rd
mgcv/man/bam.Rd
mgcv/man/coxph.Rd
mgcv/man/gam.convergence.Rd
mgcv/man/bug.reports.mgcv.Rd
mgcv/man/gam.fit.Rd
mgcv/man/tensor.prod.model.matrix.Rd
mgcv/man/influence.gam.Rd
mgcv/man/pen.edf.Rd
mgcv/man/mgcv-parallel.Rd
mgcv/man/Beta.Rd
mgcv/man/smooth.construct.mrf.smooth.spec.Rd
mgcv/man/gamObject.Rd
mgcv/man/smoothCon.Rd
mgcv/man/uniquecombs.Rd
mgcv/man/print.gam.Rd
mgcv/man/mvn.Rd
mgcv/man/initial.sp.Rd
mgcv/man/exclude.too.far.Rd
mgcv/man/formula.gam.Rd
mgcv/man/gam.check.Rd
mgcv/man/s.Rd
mgcv/man/choose.k.Rd
mgcv/man/Predict.matrix.cr.smooth.Rd
mgcv/man/smooth.construct.t2.smooth.spec.Rd
mgcv/man/smooth.construct.fs.smooth.spec.Rd
mgcv/man/gam.Rd
mgcv/man/polys.plot.Rd
mgcv/man/smooth.construct.bs.smooth.spec.Rd
mgcv/man/smooth.construct.tp.smooth.spec.Rd
mgcv/man/rmvn.Rd
mgcv/man/ziP.Rd
mgcv/man/gevlss.Rd
mgcv/man/logLik.gam.Rd
mgcv/man/ocat.Rd
mgcv/man/ziplss.Rd
mgcv/man/negbin.Rd
mgcv/man/mgcv-FAQ.Rd
mgcv/man/random.effects.Rd
mgcv/man/smooth.construct.ad.smooth.spec.Rd
mgcv/man/gaulss.Rd
mgcv/man/coxpht.Rd
mgcv/man/sp.vcov.Rd
mgcv/man/gam.vcomp.Rd