ziplss family implements a zero inflated Poisson model in which one linear predictor
controls the probability of presence and the other controls the mean given presence.
Useable only with
gam, the linear predictors are specified via a list of formulae.
Should be used with care: simply having a large number of zeroes is not an indication of zero inflation.
Requires integer count data.
two item list specifying the link - currently only identity links are possible, as parameterization is directly in terms of log of Poisson response and logit of probability of presence.
gam to fit 2 stage zero inflated Poisson models.
gam is called with
a list containing 2 formulae, the first specifies the response on the left hand side and the structure of the linear predictor for the Poisson parameter on the right hand side. The second is one sided, specifying the linear predictor for the probability of presence on the right hand side.
The fitted values for this family will be a two column matrix. The first column is the log of the Poisson parameter,
and the second column is the complimentary log log of probability of presnece..
predict.gam will also produce 2 column matrices for
The null deviance computed for this model assumes that a single probability of presence and a single Poisson parameter are estimated.
For data with large areas of covariate space over which the response is zero it may be advisable to use low order penalties to
avoid problems. For 1D smooths uses e.g.
s(x,m=1) and for isotropic smooths use
Duchon.splines in place of thin plaste terms with order 1 penalties, e.g
s(x,z,m=c(1,.5)) — such smooths penalize towards constants, thereby avoiding extreme estimates when the data are uninformative.
An object inheriting from class
Zero inflated models are often over-used. Having lots of zeroes in the data does not in itself imply zero inflation. Having too many zeroes *given the model mean* may imply zero inflation.
Simon N. Wood firstname.lastname@example.org
Wood, S.N., N. Pya and B. Saefken (2016), Smoothing parameter and model selection for general smooth models. Journal of the American Statistical Association. http://arxiv.org/abs/1511.03864
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library(mgcv) ## simulate some data... f0 <- function(x) 2 * sin(pi * x); f1 <- function(x) exp(2 * x) f2 <- function(x) 0.2 * x^11 * (10 * (1 - x))^6 + 10 * (10 * x)^3 * (1 - x)^10 n <- 500;set.seed(5) x0 <- runif(n); x1 <- runif(n) x2 <- runif(n); x3 <- runif(n) ## Simulate probability of potential presence... eta1 <- f0(x0) + f1(x1) - 3 p <- binomial()$linkinv(eta1) y <- as.numeric(runif(n)<p) ## 1 for presence, 0 for absence ## Simulate y given potentially present (not exactly model fitted!)... ind <- y>0 eta2 <- f2(x2[ind])/3 y[ind] <- rpois(exp(eta2),exp(eta2)) ## Fit ZIP model... b <- gam(list(y~s(x2)+s(x3),~s(x0)+s(x1)),family=ziplss()) b$outer.info ## check convergence summary(b) plot(b,pages=1)
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