In gzt/monogamy: Monotone Spline Fitting with MGCV

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  out.width = "100%"
)

monogamy: monotonic GAMs using MGCV

Turning somebody's gist for a monotonic GAM into a package (experimental).

Based on https://gist.github.com/willtownes/f598e5c2344043675566603d29b6c2d6

I make no representations about this package, use at your own risk.

Honestly, you should use scam instead. It's a nice package that's more flexible and has more options. This is just a hack.

Installation

And the development version from GitHub with:

# install.packages("devtools")
devtools::install_github("gzt/monogamy")

Example

This is a basic example which shows you how to fit a monotonic GAM with two different settings for knots based on the existing example code in mgcv.

install.packages("remotes")
remotes::install_github("gzt/monogamy")

Try the code yourself to see it plotted!

library(monogamy)
set.seed(20200410)
x <- runif(100) * 4 - 1
x <- sort(x)
f <- exp(4 * x) / (1 + exp(4 * x))
y <- f + rnorm(100) * 0.1
# plot(x, y)
 fv <- mspline(x, y, 5)
# lines(x, predict(fv, x), col = "red")
fv <- mspline(x, y, 10)
# lines(x, predict(fv, x), col = "blue")
#legend("bottomright", lty = 1, paste0("k=", c(5, 10)),
#       col = c("red", "blue"))

Code of Conduct

Please note that the monogamy project is released with a Contributor Code of Conduct. By contributing to this project, you agree to abide by its terms.

gzt/monogamy documentation built on April 24, 2020, 9:45 p.m.