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mgcv (version 0.9-6)

full.score: GCV/UBRE score for use withn nlm

Description

gam allows the option to `polish' smoothing parameter estimates by minimising the GCV/UBRE score calculated at convergence of the IRLS algorithm, given a set of smoothing parameters, rather than using the `performance iteration' method which estimates smoothing parameters within the IRLS loop. The estimates are often slightly different, since the power iteration effectively neglects the depedence of the iterative weights on the smoothing parameters.

The `polishing' optimization is fairly crude and numerically costly. nlm is used to minimize the scores with respect to the smoothin parameters, and this routine is designed to be supplied to it as an argument.

This is basically a service routine for gam, and is not usually called directly by users.

Usage

full.score(sp,G,family,control,gamma)

Arguments

sp
The logs of the smoothing parameters
G
a list reurned by GAMsetup
family
The family object for the GAM.
control
a list returned be gam.control
gamma
the degrees of freedom inflation factor (usually 1).

Value

  • The value of the GCV/UBRE score, with attribute "full.gam.object" which is the full object returned by gam.fit.