getQrw: Compute RWn precision matrix

In Faskally/gmrf: Lightweight helper for fitting GMRF models in mgcv

Compute RWn precision matrix

Description

Details

Usage

getQrw(n, order = 2, weights = NULL, cyclic = FALSE)

Arguments

n	the size of the GMRF
order	the order of the random walk
weights	weights to be applied to the node differences (see details)
cyclic	logical: should the smoother be cyclic, i.e. corrected for toroidal edge effects.

Details

Description - This function does stuff.

Value

what does it return

Examples

require(gmrf)
n <- 100
idx <- 1:n
idy <- c(5:40, 60:n)
set.seed(64)
Q <- getQrw(n, order = 2)
x <- simQ(exp(1) * Q)
# simulate the first 3/4, say
y <- x + rnorm(n) * 3.5
y <- y[idy]
## set up variables for smoothing
rownames(Q) <- colnames(Q) <- idx
## fit an RW2 smoother with restricted df
g1 <- gam(y ~ s(idy, bs = "gmrf", xt = list(penalty = Q), k = length(y)-1), method="REML")
summary(g1)
plot(idy, y, xlim = range(idx), ylim = range(x,y))
lines(idx, x, col = "blue", lwd = 2)
pred <- predict(g1, newdata = list(idy = idx), se = TRUE)
lines(idx, pred$fit, col = "red", lwd = 2)
lines(idx, pred$fit + 2*pred$se.fit, col = "red", lty = 2)
lines(idx, pred$fit - 2*pred$se.fit, col = "red", lty = 2)

Faskally/gmrf documentation built on Sept. 21, 2023, 1:16 p.m.