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mgcv (version 1.8-31)

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

1.8-31

License

GPL (>= 2)

Maintainer

Last Published

November 9th, 2019

Functions in mgcv (1.8-31)

Sl.repara

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

Setting up a list representing a block diagonal penalty matrix
Predict.matrix

Prediction methods for smooth terms in a GAM
Rrank

Find rank of upper triangular matrix
Sl.inirep

Re-parametrizing model matrix X
Predict.matrix.soap.film

Prediction matrix for soap film smooth
Predict.matrix.cr.smooth

Predict matrix method functions
Tweedie

GAM Tweedie families
betar

GAM beta regression family
FFdes

Level 5 fractional factorial designs
choldrop

Deletion and rank one Cholesky factor update
bug.reports.mgcv

Reporting mgcv bugs.
XWXd

Internal functions for discretized model matrix handling
cox.ph

Additive Cox Proportional Hazard Model
cox.pht

Additive Cox proportional hazard models with time varying covariates
anova.gam

Approximate hypothesis tests related to GAM fits
columb

Reduced version of Columbus OH crime data
concurvity

GAM concurvity measures
cSplineDes

Evaluate cyclic B spline basis
choose.k

Basis dimension choice for smooths
extract.lme.cov

Extract the data covariance matrix from an lme object
blas.thread.test

BLAS thread safety
bandchol

Choleski decomposition of a band diagonal matrix
fix.family.link

Modify families for use in GAM fitting and checking
fixDependence

Detect linear dependencies of one matrix on another
formXtViX

Form component of GAMM covariance matrix
gam.control

Setting GAM fitting defaults
gam

Generalized additive models with integrated smoothness estimation
formula.gam

GAM formula
full.score

GCV/UBRE score for use within nlm
gam.side

Identifiability side conditions for a GAM
fs.test

FELSPLINE test function
gam.fit

GAM P-IRLS estimation with GCV/UBRE smoothness estimation
gam.fit5.post.proc

Post-processing output of gam.fit5
gam.fit3

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

Specifying generalized additive models
family.mgcv

Distribution families in mgcv
gam.scale

Scale parameter estimation in GAMs
gam.convergence

GAM convergence and performance issues
gamlss.etamu

Transform derivatives wrt mu to derivatives wrt linear predictor
gamSim

Simulate example data for GAMs
gam.check

Some diagnostics for a fitted gam model
gammals

Gamma location-scale model family
bam

Generalized additive models for very large datasets
gaulss

Gaussian location-scale model family
get.var

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

Interpret a GAM formula
logLik.gam

AIC and Log likelihood for a fitted GAM
jagam

Just Another Gibbs Additive Modeller: JAGS support for mgcv.
gam.selection

Generalized Additive Model Selection
gevlss

Generalized Extreme Value location-scale model family
ldTweedie

Log Tweedie density evaluation
k.check

Checking smooth basis dimension
in.out

Which of a set of points lie within a polygon defined region
gam.outer

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

Size of list elements
ginla

GAM Integrated Nested Laplace Approximation Newton Enhanced
influence.gam

Extract the diagonal of the influence/hat matrix for a GAM
gam.vcomp

Report gam smoothness estimates as variance components
identifiability

Identifiability constraints
initial.sp

Starting values for multiple smoothing parameter estimation
mgcv.FAQ

Frequently Asked Questions for package mgcv
inSide

Are points inside boundary?
null.space.dimension

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

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

Monotonicity constraints for a cubic regression spline
mini.roots

Obtain square roots of penalty matrices
bam.update

Update a strictly additive bam model for new data.
mvn

Multivariate normal additive models
multinom

GAM multinomial logistic regression
mgcv.parallel

Parallel computation in mgcv.
gam.reparam

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

GAM ordered categorical family
predict.bam

Prediction from fitted Big Additive Model model
notExp

Functions for better-than-log positive parameterization
dDeta

Obtaining derivative w.r.t. linear predictor
missing.data

Missing data in GAMs
place.knots

Automatically place a set of knots evenly through covariate values
random.effects

Random effects in GAMs
rTweedie

Generate Tweedie random deviates
pen.edf

Extract the effective degrees of freedom associated with each penalty in a gam fit
smooth.construct.gp.smooth.spec

Low rank Gaussian process smooths
pdIdnot

Overflow proof pdMat class for multiples of the identity matrix
scat

GAM scaled t family for heavy tailed data
pdTens

Functions implementing a pdMat class for tensor product smooths
notExp2

Alternative to log parameterization for variance components
sdiag

Extract or modify diagonals of a matrix
mroot

Smallest square root of matrix
predict.gam

Prediction from fitted GAM model
plot.gam

Default GAM plotting
model.matrix.gam

Extract model matrix from GAM fit
print.gam

Print a Generalized Additive Model object.
smooth.construct.sos.smooth.spec

Splines on the sphere
polys.plot

Plot geographic regions defined as polygons
slanczos

Compute truncated eigen decomposition of a symmetric matrix
qq.gam

QQ plots for gam model residuals
smooth.construct.so.smooth.spec

Soap film smoother constructer
single.index

Single index models with mgcv
exclude.too.far

Exclude prediction grid points too far from data
t2

Define alternative tensor product smooths in GAM formulae
rmvn

Generate multivariate normal deviates
gam2objective

Objective functions for GAM smoothing parameter estimation
ziP

GAM zero-inflated Poisson regression family
te

Define tensor product smooths or tensor product interactions in GAM formulae
ziplss

Zero inflated Poisson location-scale model family
rig

Generate inverse Gaussian random deviates
smooth.construct.cr.smooth.spec

Penalized Cubic regression splines in GAMs
pcls

Penalized Constrained Least Squares Fitting
one.se.rule

The one standard error rule for smoother models
residuals.gam

Generalized Additive Model residuals
gamObject

Fitted gam object
smooth.construct.bs.smooth.spec

Penalized B-splines in GAMs
s

Defining smooths in GAM formulae
smooth.construct.tp.smooth.spec

Penalized thin plate regression splines in GAMs
smooth.construct.ps.smooth.spec

P-splines in GAMs
smooth.construct.re.smooth.spec

Simple random effects in GAMs
smooth.terms

Smooth terms in GAM
gamm

Generalized Additive Mixed Models
magic.post.proc

Auxilliary information from magic fit
new.name

Obtain a name for a new variable that is not already in use
linear.functional.terms

Linear functionals of a smooth in GAMs
ldetS

Getting log generalized determinant of penalty matrices
gamlss.gH

Calculating derivatives of log-likelihood wrt regression coefficients
negbin

GAM negative binomial families
magic

Stable Multiple Smoothing Parameter Estimation by GCV or UBRE
smooth.construct.ds.smooth.spec

Low rank Duchon 1977 splines
vcov.gam

Extract parameter (estimator) covariance matrix from GAM fit
vis.gam

Visualization of GAM objects
uniquecombs

find the unique rows in a matrix
summary.gam

Summary for a GAM fit
twlss

Tweedie location scale family
step.gam

Alternatives to step.gam
smooth.construct.t2.smooth.spec

Tensor product smoothing constructor
smooth.construct.tensor.smooth.spec

Tensor product smoothing constructor
smooth.construct.mrf.smooth.spec

Markov Random Field Smooths
trichol

Choleski decomposition of a tri-diagonal matrix
smooth.construct

Constructor functions for smooth terms in a GAM
trind.generator

Generates index arrays for upper triangular storage
sp.vcov

Extract smoothing parameter estimator covariance matrix from (RE)ML GAM fit
smooth.construct.fs.smooth.spec

Factor smooth interactions in GAMs
spasm.construct

Experimental sparse smoothers
smooth.construct.ad.smooth.spec

Adaptive smooths in GAMs
smoothCon

Prediction/Construction wrapper functions for GAM smooth terms
smooth2random

Convert a smooth to a form suitable for estimating as random effect
tensor.prod.model.matrix

Row Kronecker product/ tensor product smooth construction
totalPenaltySpace

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