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mgcv (version 1.8-25)

t2: Define alternative tensor product smooths in GAM formulae

Description

Alternative to te for defining tensor product smooths in a gam formula. Results in a construction in which the penalties are non-overlapping multiples of identity matrices (with some rows and columns zeroed). The construction, which is due to Fabian Scheipl (mgcv implementation, 2010), is analogous to Smoothing Spline ANOVA (Gu, 2002), but using low rank penalized regression spline marginals. The main advantage of this construction is that it is useable with gamm4 from package gamm4.

Usage

t2(..., k=NA,bs="cr",m=NA,d=NA,by=NA,xt=NULL,
               id=NULL,sp=NULL,full=FALSE,ord=NULL,pc=NULL)

Arguments

...

a list of variables that are the covariates that this smooth is a function of. Transformations whose form depends on the values of the data are best avoided here: e.g. t2(log(x),z) is fine, but t2(I(x/sd(x)),z) is not (see predict.gam).

k

the dimension(s) of the bases used to represent the smooth term. If not supplied then set to 5^d. If supplied as a single number then this basis dimension is used for each basis. If supplied as an array then the elements are the dimensions of the component (marginal) bases of the tensor product. See choose.k for further information.

bs

array (or single character string) specifying the type for each marginal basis. "cr" for cubic regression spline; "cs" for cubic regression spline with shrinkage; "cc" for periodic/cyclic cubic regression spline; "tp" for thin plate regression spline; "ts" for t.p.r.s. with extra shrinkage. See smooth.terms for details and full list. User defined bases can also be used here (see smooth.construct for an example). If only one basis code is given then this is used for all bases.

m

The order of the spline and its penalty (for smooth classes that use this) for each term. If a single number is given then it is used for all terms. A vector can be used to supply a different m for each margin. For marginals that take vector m (e.g. p.spline and Duchon.spline), then a list can be supplied, with a vector element for each margin. NA autoinitializes. m is ignored by some bases (e.g. "cr").

d

array of marginal basis dimensions. For example if you want a smooth for 3 covariates made up of a tensor product of a 2 dimensional t.p.r.s. basis and a 1-dimensional basis, then set d=c(2,1). Incompatibilities between built in basis types and dimension will be resolved by resetting the basis type.

by

a numeric or factor variable of the same dimension as each covariate. In the numeric vector case the elements multiply the smooth evaluated at the corresponding covariate values (a `varying coefficient model' results). In the factor case causes a replicate of the smooth to be produced for each factor level. See gam.models for further details. May also be a matrix if covariates are matrices: in this case implements linear functional of a smooth (see gam.models and linear.functional.terms for details).

xt

Either a single object, providing any extra information to be passed to each marginal basis constructor, or a list of such objects, one for each marginal basis.

id

A label or integer identifying this term in order to link its smoothing parameters to others of the same type. If two or more smooth terms have the same id then they will have the same smoothing paramsters, and, by default, the same bases (first occurance defines basis type, but data from all terms used in basis construction).

sp

any supplied smoothing parameters for this term. Must be an array of the same length as the number of penalties for this smooth. Positive or zero elements are taken as fixed smoothing parameters. Negative elements signal auto-initialization. Over-rides values supplied in sp argument to gam. Ignored by gamm.

full

If TRUE then there is a separate penalty for each combination of null space column and range space. This gives strict invariance. If FALSE each combination of null space and range space generates one penalty, but the coulmns of each null space basis are treated as one group. The latter is more parsimonious, but does mean that invariance is only achieved by an arbitrary rescaling of null space basis vectors.

ord

an array giving the orders of terms to retain. Here order means number of marginal range spaces used in the construction of the component. NULL to retain everything.

pc

If not NULL, signals a point constraint: the smooth should pass through zero at the point given here (as a vector or list with names corresponding to the smooth names). Never ignored if supplied. See identifiability.

Value

A class t2.smooth.spec object defining a tensor product smooth to be turned into a basis and penalties by the smooth.construct.tensor.smooth.spec function.

The returned object contains the following items:

margin

A list of smooth.spec objects of the type returned by s, defining the basis from which the tensor product smooth is constructed.

term

An array of text strings giving the names of the covariates that the term is a function of.

by

is the name of any by variable as text ("NA" for none).

fx

logical array with element for each penalty of the term (tensor product smooths have multiple penalties). TRUE if the penalty is to be ignored, FALSE, otherwise.

label

A suitable text label for this smooth term.

dim

The dimension of the smoother - i.e. the number of covariates that it is a function of.

mp

TRUE is multiple penalties are to be used (default).

np

TRUE to re-parameterize 1-D marginal smooths in terms of function values (defualt).

id

the id argument supplied to te.

sp

the sp argument supplied to te.

Details

Smooths of several covariates can be constructed from tensor products of the bases used to represent smooths of one (or sometimes more) of the covariates. To do this `marginal' bases are produced with associated model matrices and penalty matrices. These are reparameterized so that the penalty is zero everywhere, except for some elements on the leading diagonal, which all have the same non-zero value. This reparameterization results in an unpenalized and a penalized subset of parameters, for each marginal basis (see e.g. appendix of Wood, 2004, for details).

The re-parameterized marginal bases are then combined to produce a basis for a single function of all the covariates (dimension given by the product of the dimensions of the marginal bases). In this set up there are multiple penalty matrices --- all zero, but for a mixture of a constant and zeros on the leading diagonal. No two penalties have a non-zero entry in the same place.

Essentially the basis for the tensor product can be thought of as being constructed from a set of products of the penalized (range) or unpenalized (null) space bases of the marginal smooths (see Gu, 2002, section 2.4). To construct one of the set, choose either the null space or the range space from each marginal, and from these bases construct a product basis. The result is subject to a ridge penalty (unless it happens to be a product entirely of marginal null spaces). The whole basis for the smooth is constructed from all the different product bases that can be constructed in this way. The separately penalized components of the smooth basis each have an interpretation in terms of the ANOVA - decomposition of the term. See pen.edf for some further information.

Note that there are two ways to construct the product. When full=FALSE then the null space bases are treated as a whole in each product, but when full=TRUE each null space column is treated as a separate null space. The latter results in more penalties, but is the strict analog of the SS-ANOVA approach.

Tensor product smooths are especially useful for representing functions of covariates measured in different units, although they are typically not quite as nicely behaved as t.p.r.s. smooths for well scaled covariates.

Note also that GAMs constructed from lower rank tensor product smooths are nested within GAMs constructed from higher rank tensor product smooths if the same marginal bases are used in both cases (the marginal smooths themselves are just special cases of tensor product smooths.)

Note that tensor product smooths should not be centred (have identifiability constraints imposed) if any marginals would not need centering. The constructor for tensor product smooths ensures that this happens.

The function does not evaluate the variable arguments.

References

Wood S.N., F. Scheipl and J.J. Faraway (2013, online Feb 2012) Straightforward intermediate rank tensor product smoothing in mixed models. Statistical Computing. 23(3):341-360

Gu, C. (2002) Smoothing Spline ANOVA, Springer.

Alternative approaches to functional ANOVA decompositions, *not* implemented by t2 terms, are discussed in:

Belitz and Lang (2008) Simultaneous selection of variables and smoothing parameters in structured additive regression models. Computational Statistics & Data Analysis, 53(1):61-81

Lee, D-J and M. Durban (2011) P-spline ANOVA type interaction models for spatio-temporal smoothing. Statistical Modelling, 11:49-69

Wood, S.N. (2006) Low-Rank Scale-Invariant Tensor Product Smooths for Generalized Additive Mixed Models. Biometrics 62(4): 1025-1036.

See Also

te s,gam,gamm,

Examples

Run this code
# NOT RUN {
# following shows how tensor product deals nicely with 
# badly scaled covariates (range of x 5% of range of z )
require(mgcv)
test1<-function(x,z,sx=0.3,sz=0.4)  
{ x<-x*20
  (pi**sx*sz)*(1.2*exp(-(x-0.2)^2/sx^2-(z-0.3)^2/sz^2)+
  0.8*exp(-(x-0.7)^2/sx^2-(z-0.8)^2/sz^2))
}
n<-500
old.par<-par(mfrow=c(2,2))
x<-runif(n)/20;z<-runif(n);
xs<-seq(0,1,length=30)/20;zs<-seq(0,1,length=30)
pr<-data.frame(x=rep(xs,30),z=rep(zs,rep(30,30)))
truth<-matrix(test1(pr$x,pr$z),30,30)
f <- test1(x,z)
y <- f + rnorm(n)*0.2
b1<-gam(y~s(x,z))
persp(xs,zs,truth);title("truth")
vis.gam(b1);title("t.p.r.s")
b2<-gam(y~t2(x,z))
vis.gam(b2);title("tensor product")
b3<-gam(y~t2(x,z,bs=c("tp","tp")))
vis.gam(b3);title("tensor product")
par(old.par)

test2<-function(u,v,w,sv=0.3,sw=0.4)  
{ ((pi**sv*sw)*(1.2*exp(-(v-0.2)^2/sv^2-(w-0.3)^2/sw^2)+
  0.8*exp(-(v-0.7)^2/sv^2-(w-0.8)^2/sw^2)))*(u-0.5)^2*20
}
n <- 500
v <- runif(n);w<-runif(n);u<-runif(n)
f <- test2(u,v,w)
y <- f + rnorm(n)*0.2

## tensor product of 2D Duchon spline and 1D cr spline
m <- list(c(1,.5),0)
b <- gam(y~t2(v,w,u,k=c(30,5),d=c(2,1),bs=c("ds","cr"),m=m))

## look at the edf per penalty. "rr" denotes interaction term 
## (range space range space). "rn" is interaction of null space
## for u with range space for v,w...
pen.edf(b) 

## plot results...
op <- par(mfrow=c(2,2))
vis.gam(b,cond=list(u=0),color="heat",zlim=c(-0.2,3.5))
vis.gam(b,cond=list(u=.33),color="heat",zlim=c(-0.2,3.5))
vis.gam(b,cond=list(u=.67),color="heat",zlim=c(-0.2,3.5))
vis.gam(b,cond=list(u=1),color="heat",zlim=c(-0.2,3.5))
par(op)

b <- gam(y~t2(v,w,u,k=c(25,5),d=c(2,1),bs=c("tp","cr"),full=TRUE),
         method="ML")
## more penalties now. numbers in labels like "r1" indicate which 
## basis function of a null space is involved in the term. 
pen.edf(b) 

# }

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