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mgcv (version 1.8-29)

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

65,728

Version

1.8-29

License

GPL (>= 2)

Maintainer

Last Published

September 20th, 2019

Functions in mgcv (1.8-29)

GAM Tweedie families

Approximate hypothesis tests related to GAM fits

blas.thread.test

BLAS thread safety

Choleski decomposition of a band diagonal matrix

bug.reports.mgcv

Reporting mgcv bugs.

Internal functions for discretized model matrix handling

Deletion and rank one Cholesky factor update

Evaluate cyclic B spline basis

Generalized additive models for very large datasets

Update a strictly additive bam model for new data.

Basis dimension choice for smooths

Reduced version of Columbus OH crime data

extract.lme.cov

Extract the data covariance matrix from an lme object

GAM concurvity measures

Additive Cox Proportional Hazard Model

Distribution families in mgcv

fix.family.link

Modify families for use in GAM fitting and checking

Obtaining derivative w.r.t. linear predictor

exclude.too.far

Exclude prediction grid points too far from data

FELSPLINE test function

Additive Cox proportional hazard models with time varying covariates

GCV/UBRE score for use within nlm

Detect linear dependencies of one matrix on another

Form component of GAMM covariance matrix

Fitted gam object

Objective functions for GAM smoothing parameter estimation

Some diagnostics for a fitted gam model

Simulate example data for GAMs

Generalized additive models with integrated smoothness estimation

Setting GAM fitting defaults

GAM P-IRLS estimation with GCV/UBRE smoothness estimation

Generalized Additive Model Selection

Scale parameter estimation in GAMs

Transform derivatives wrt mu to derivatives wrt linear predictor

Getting log generalized determinant of penalty matrices

Calculating derivatives of log-likelihood wrt regression coefficients

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

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

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

gam.convergence

GAM convergence and performance issues

Generalized Additive Mixed Models

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

Identifiability side conditions for a GAM

AIC and Log likelihood for a fitted GAM

identifiability

Identifiability constraints

Size of list elements

GAM Integrated Nested Laplace Approximation Newton Enhanced

Obtain square roots of penalty matrices

linear.functional.terms

Linear functionals of a smooth in GAMs

Parallel computation in mgcv.

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

GAM multinomial logistic regression

Report gam smoothness estimates as variance components

Prediction from fitted Big Additive Model model

Starting values for multiple smoothing parameter estimation

Missing data in GAMs

Multivariate normal additive models

Prediction from fitted GAM model

Functions for better-than-log positive parameterization

model.matrix.gam

Extract model matrix from GAM fit

Generate multivariate normal deviates

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

Are points inside boundary?

Monotonicity constraints for a cubic regression spline

Smallest square root of matrix

Penalized Constrained Least Squares Fitting

The one standard error rule for smoother models

smooth.construct.gp.smooth.spec

Low rank Gaussian process smooths

smooth.construct.mrf.smooth.spec

Markov Random Field Smooths

Random effects in GAMs

Generate Tweedie random deviates

Defining smooths in GAM formulae

smooth.construct.t2.smooth.spec

Tensor product smoothing constructor

Alternative to log parameterization for variance components

smooth.construct.fs.smooth.spec

Factor smooth interactions in GAMs

smooth.construct.ps.smooth.spec

P-splines in GAMs

smooth.construct.tensor.smooth.spec

Tensor product smoothing constructor

smooth.construct.ds.smooth.spec

Low rank Duchon 1977 splines

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

smooth.construct.re.smooth.spec

Simple random effects in GAMs

Automatically place a set of knots evenly through covariate values

Generalized Additive Model residuals

gam.fit5.post.proc

Post-processing output of gam.fit5

Gamma location-scale model family

Gaussian location-scale model family

Alternatives to step.gam

Summary for a GAM fit

Specifying generalized additive models

smooth.construct.bs.smooth.spec

Penalized B-splines in GAMs

Generate inverse Gaussian random deviates

Prediction/Construction wrapper functions for GAM smooth terms

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

Checking smooth basis dimension

Define tensor product smooths or tensor product interactions in GAM formulae

smooth.construct.tp.smooth.spec

Penalized thin plate regression splines in GAMs

Define alternative tensor product smooths in GAM formulae

smooth.construct.cr.smooth.spec

Penalized Cubic regression splines in GAMs

Choleski decomposition of a tri-diagonal matrix

spasm.construct

Experimental sparse smoothers

Smooth terms in GAM

Tweedie location scale family

find the unique rows in a matrix

Log Tweedie density evaluation

Frequently Asked Questions for package mgcv

Zero inflated Poisson location-scale model family

trind.generator

Generates index arrays for upper triangular storage

GAM zero-inflated Poisson regression family

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

Functions implementing a pdMat class for tensor product smooths

null.space.dimension

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

GAM ordered categorical family

Overflow proof pdMat class for multiples of the identity matrix

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

Print a Generalized Additive Model object.

Generalized Extreme Value location-scale model family

Interpret a GAM formula

Just Another Gibbs Additive Modeller: JAGS support for mgcv.

QQ plots for gam model residuals

smooth.construct

Constructor functions for smooth terms in a GAM

smooth.construct.ad.smooth.spec

Adaptive smooths in GAMs

Stable Multiple Smoothing Parameter Estimation by GCV or UBRE

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

magic.post.proc

Auxilliary information from magic fit

GAM negative binomial families

Visualization of GAM objects

Extract parameter (estimator) covariance matrix from GAM fit

GAM scaled t family for heavy tailed data

Default GAM plotting

Extract or modify diagonals of a matrix

Plot geographic regions defined as polygons

Single index models with mgcv

Compute truncated eigen decomposition of a symmetric matrix

smooth.construct.so.smooth.spec

Soap film smoother constructer

tensor.prod.model.matrix

Row Kronecker product/ tensor product smooth construction

totalPenaltySpace

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

smooth.construct.sos.smooth.spec

Splines on the sphere

Find rank of upper triangular matrix

Predict.matrix.cr.smooth

Predict matrix method functions

Level 5 fractional factorial designs

Predict.matrix.soap.film

Prediction matrix for soap film smooth

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

Re-parametrizing model matrix X

GAM beta regression family

Prediction methods for smooth terms in a GAM

Setting up a list representing a block diagonal penalty matrix