library(mgcv)
set.seed(0)
n<-400
sig2<-4
x0 <- runif(n, 0, 1)
x1 <- runif(n, 0, 1)
x2 <- runif(n, 0, 1)
x3 <- runif(n, 0, 1)
pi <- asin(1) * 2
f <- 2 * sin(pi * x0)
f <- f + exp(2 * x1) - 3.75887
f <- f + 0.2 * x2^11 * (10 * (1 - x2))^6 + 10 * (10 * x2)^3 * (1 - x2)^10 - 1.396
e <- rnorm(n, 0, sqrt(abs(sig2)))
y <- f + e
b<-gam(y~s(x0)+s(x1)+s(x2)+s(x3))
summary(b)
plot(b,pages=1)
# now a GAM with 3df regression spline term & 2 penalized terms
b0<-gam(y~s(x0,k=4,fx=TRUE,bs="tp")+s(x1,k=12)+s(x2,15))
plot(b0,pages=1)
# now fit a 2-d term to x0,x1
b1<-gam(y~s(x0,x1)+s(x2)+s(x3))
par(mfrow=c(2,2))
plot(b1)
par(mfrow=c(1,1))
# now simulate poisson data
g<-exp(f/5)
y<-rpois(rep(1,n),g)
b2<-gam(y~s(x0)+s(x1)+s(x2)+s(x3),family=poisson)
plot(b2,pages=1)
# negative binomial data
y<-rnbinom(g,size=2,mu=g)
b3<-gam(y~s(x0)+s(x1)+s(x2)+s(x3),family=neg.binom)
plot(b3,pages=1)
# and a pretty 2-d smoothing example....
test1<-function(x,z,sx=0.3,sz=0.4)
{ (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);z<-runif(n);
xs<-seq(0,1,length=30);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)
contour(xs,zs,truth)
y<-test1(x,z)+rnorm(n)*0.1
b4<-gam(y~s(x,z))
fit1<-matrix(predict.gam(b4,pr,se=FALSE),30,30)
contour(xs,zs,fit1)
persp(xs,zs,truth)
persp(b4)
par(old.par)
# very large dataset example using knots
n<-10000
x<-runif(n);z<-runif(n);
y<-test1(x,z)+rnorm(n)
ind<-sample(1:n,1000,replace=FALSE)
b5<-gam(y~s(x,z,k=50),knots=list(x=x[ind],z=z[ind]))
persp.gam(b5)
# and a pure "knot based" spline of the same data
b6<-gam(y~s(x,z,k=100),knots=list(x= rep((1:10-0.5)/10,10),
z=rep((1:10-0.5)/10,rep(10,10))))
persp.gam(b6)Run the code above in your browser using DataLab