slp: Discrete Prolate Spheroidal (Slepian) Sequence Regression Smoothers

Description

Interface for creation of 'slp' class smoother objects for use in Generalized Additive Models as implemented by packages gam and mgcv.

Details

Package: slp
Type: Package
Version: 1.0-5
Date: 2016-08-28
License: GPL-2

Author(s)

Wesley Burr, with contributions from Karim Rahim

Maintainer: Wesley Burr <wesley.burr@gmail.com>

References

Thomson, D.J. (1982) Spectrum estimation and harmonic analysis. Proceedings of the IEEE Volume 70, number 9, pp. 1055–1096.

Thomson, D.J. (2001) Inverse Constrained Projection Filters. Proc. SPIE 4478, Wavelets: Applications in Signal and Image Processing IX, 172 (December 5, 2001); doi:10.1117/12.449708

Hastie, T. J. (1991) Generalized additive models. Chapter 7 of Statistical Models in S eds J. M. Chambers and T. J. Hastie, Wadsworth \& Brooks/Cole.

Hastie, T. and Tibshirani, R. (1990) Generalized Additive Models. London: Chapman and Hall.

Wood, S.N. (2011) Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models. Journal of the Royal Statistical Society (B) 73(1):3-36

Wood, S.N. (2004) Stable and efficient multiple smoothing parameter estimation for generalized additive models. J. Amer. Statist. Ass. 99:673-686.

Wood, S.N. (2006) Generalized Additive Models: an introduction with R, CRC