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mgcv (version 1.9-0)

Mixed GAM Computation Vehicle with Automatic Smoothness Estimation

Description

Generalized additive (mixed) models, some of their extensions and other generalized ridge regression with multiple smoothing parameter estimation by (Restricted) Marginal Likelihood, Generalized Cross Validation and similar, or using iterated nested Laplace approximation for fully Bayesian inference. See Wood (2017) for an overview. Includes a gam() function, a wide variety of smoothers, 'JAGS' support and distributions beyond the exponential family.

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Version

Install

install.packages('mgcv')

Monthly Downloads

55,559

Version

1.9-0

License

GPL (>= 2)

Maintainer

Last Published

July 11th, 2023

Functions in mgcv (1.9-0)

Setting up a list representing a block diagonal penalty matrix

Applying re-parameterization from log-determinant of penalty matrix to model matrix.

Evaluate cyclic B spline basis

GAM Tweedie families

Internal functions for discretized model matrix handling

Additive Cox proportional hazard models with time varying covariates

Predict.matrix.cr.smooth

Predict matrix method functions

Additive Cox Proportional Hazard Model

Predict.matrix.soap.film

Prediction matrix for soap film smooth

bug.reports.mgcv

Reporting mgcv bugs.

Deletion and rank one Cholesky factor update

Update a strictly additive bam model for new data.

blas.thread.test

BLAS thread safety

Approximate hypothesis tests related to GAM fits

Reduced version of Columbus OH crime data

Generalized additive models for very large datasets

GAM concurvity measures

Obtaining derivative w.r.t. linear predictor

Stable evaluation of difference between normal c.d.f.s

Choleski decomposition of a band diagonal matrix

Basis dimension choice for smooths

GAM censored normal family for log-normal AFT and Tobit models

fix.family.link

Modify families for use in GAM fitting and checking

FELSPLINE test function

Detect linear dependencies of one matrix on another

Finding stable orthogonal re-parameterization of the square root penalty.

Scale parameter estimation in GAMs

Form component of GAMM covariance matrix

Setting GAM fitting defaults

gam.fit5.post.proc

Post-processing output of gam.fit5

Simple posterior simulation with gam fits

exclude.too.far

Exclude prediction grid points too far from data

Generalized Additive Mixed Models

Generalized additive models with integrated smoothness estimation

Gamma location-scale model family

GCV/UBRE score for use within nlm

extract.lme.cov

Extract the data covariance matrix from an lme object

gam.convergence

GAM convergence and performance issues

Generalized Additive Model Selection

Calculating derivatives of log-likelihood wrt regression coefficients

Transform derivatives wrt mu to derivatives wrt linear predictor

identifiability

Identifiability constraints

Which of a set of points lie within a polygon defined region

Are points inside boundary?

Some diagnostics for a fitted gam model

GAM P-IRLS estimation with GCV/UBRE smoothness estimation

Just Another Gibbs Additive Modeller: JAGS support for mgcv.

P-IRLS GAM estimation with GCV, UBRE/AIC or RE/ML derivative calculation

Identifiability side conditions for a GAM

Gaussian location-scale model family

Extract the diagonal of the influence/hat matrix for a GAM

Checking smooth basis dimension

linear.functional.terms

Linear functionals of a smooth in GAMs

Fitted gam object

AIC and Log likelihood for a fitted GAM

Get named variable or evaluate expression from list or data.frame

model.matrix.gam

Extract model matrix from GAM fit

Simulate example data for GAMs

Factor smooth interactions in GAMs

GAM Integrated Nested Laplace Approximation Newton Enhanced

Log Tweedie density evaluation

Monotonicity constraints for a cubic regression spline

null.space.dimension

The basis of the space of un-penalized functions for a TPRS

Alternative to log parameterization for variance components

Obtain square roots of penalty matrices

Distribution families in mgcv

Getting log generalized determinant of penalty matrices

Missing data in GAMs

magic.post.proc

Auxilliary information from magic fit

Frequently Asked Questions for package mgcv

Starting values for multiple smoothing parameter estimation

Interpret a GAM formula

Prediction from fitted GAM model

Gumbel location-scale model family

Generate Tweedie random deviates

Print a Generalized Additive Model object.

Sinh-arcsinh location scale and shape model family

Single index models with mgcv

smooth.construct.cr.smooth.spec

Penalized Cubic regression splines in GAMs

GAM ordered categorical family

Smallest square root of matrix

Mixed GAM Computation Vehicle with GCV/AIC/REML/NCV smoothness estimation and GAMMs by REML/PQL

Parallel computation in mgcv.

Specifying generalized additive models

Random effects in GAMs

Minimize GCV or UBRE score of a GAM using `outer' iteration

smooth.construct.ds.smooth.spec

Low rank Duchon 1977 splines

smooth.construct.fs.smooth.spec

Factor smooth interactions in GAMs

GAM multinomial logistic regression

Obtain a name for a new variable that is not already in use

Functions for better-than-log positive parameterization

smooth.construct.t2.smooth.spec

Tensor product smoothing constructor

smooth.construct.tensor.smooth.spec

Tensor product smoothing constructor

Report gam smoothness estimates as variance components

Objective functions for GAM smoothing parameter estimation

Multivariate normal additive models

smooth.construct.gp.smooth.spec

Low rank Gaussian process smooths

Generalized Extreme Value location-scale model family

Automatically place a set of knots evenly through covariate values

smooth.construct.tp.smooth.spec

Penalized thin plate regression splines in GAMs

Generic function to provide extra information about smooth specification

Zero inflated (hurdle) Poisson location-scale model family

The one standard error rule for smoother models

GAM negative binomial families

totalPenaltySpace

Obtaining (orthogonal) basis for null space and range of the penalty matrix

Functions implementing a pdMat class for tensor product smooths

Default GAM plotting

Grouped families

Extract the effective degrees of freedom associated with each penalty in a gam fit

Size of list elements

Generalized Additive Model residuals

Evaluate the c.d.f. of a weighted sum of chi-squared deviates

Choleski decomposition of a tri-diagonal matrix

QQ plots for gam model residuals

Generate from or evaluate multivariate normal or t densities.

Compute truncated eigen decomposition of a symmetric matrix

find the unique rows in a matrix

Generate inverse Gaussian random deviates

Defining smooths in GAM formulae

smooth.construct

Constructor functions for smooth terms in a GAM

Penalized Constrained Least Squares Fitting

Stable Multiple Smoothing Parameter Estimation by GCV or UBRE

smooth.construct.mrf.smooth.spec

Markov Random Field Smooths

Overflow proof pdMat class for multiples of the identity matrix

Extract parameter (estimator) covariance matrix from GAM fit

Plot geographic regions defined as polygons

Smooth terms in GAM

Prediction from fitted Big Additive Model model

smooth.construct.ps.smooth.spec

P-splines in GAMs

smooth.construct.sos.smooth.spec

Splines on the sphere

smooth.construct.re.smooth.spec

Simple random effects in GAMs

GAM scaled t family for heavy tailed data

Extract or modify diagonals of a matrix

smooth.construct.sz.smooth.spec

Constrained factor smooth interactions in GAMs

Convert a smooth to a form suitable for estimating as random effect

smooth.construct.ad.smooth.spec

Adaptive smooths in GAMs

smooth.construct.so.smooth.spec

Soap film smoother constructer

spasm.construct

Experimental sparse smoothers

Summary for a GAM fit

Alternatives to step.gam

Define tensor product smooths or tensor product interactions in GAM formulae

Define alternative tensor product smooths in GAM formulae

tensor.prod.model.matrix

Row Kronecker product/ tensor product smooth construction

trind.generator

Generates index arrays for upper triangular storage

Tweedie location scale family

smooth.construct.bs.smooth.spec

Penalized B-splines in GAMs

Prediction/Construction wrapper functions for GAM smooth terms

Extract smoothing parameter estimator covariance matrix from (RE)ML GAM fit

Visualization of GAM objects

GAM zero-inflated (hurdle) Poisson regression family

Find rank of upper triangular matrix

Re-parametrizing model matrix X

GAM beta regression family

Level 5 fractional factorial designs

Neighbourhood Cross Validation

Prediction methods for smooth terms in a GAM