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mgcv (version 1.8-33)

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

1.8-33

License

GPL (>= 2)

Maintainer

Last Published

August 27th, 2020

Functions in mgcv (1.8-33)

Predict.matrix.cr.smooth

Predict matrix method functions

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

Re-parametrizing model matrix X

GAM beta regression family

Setting up a list representing a block diagonal penalty matrix

GAM Tweedie families

Predict.matrix.soap.film

Prediction matrix for soap film smooth

Level 5 fractional factorial designs

Prediction methods for smooth terms in a GAM

Find rank of upper triangular matrix

bug.reports.mgcv

Reporting mgcv bugs.

Basis dimension choice for smooths

Deletion and rank one Cholesky factor update

Evaluate cyclic B spline basis

blas.thread.test

BLAS thread safety

Choleski decomposition of a band diagonal matrix

Additive Cox Proportional Hazard Model

Distribution families in mgcv

Generalized additive models for very large datasets

Additive Cox proportional hazard models with time varying covariates

Obtaining derivative w.r.t. linear predictor

extract.lme.cov

Extract the data covariance matrix from an lme object

Update a strictly additive bam model for new data.

exclude.too.far

Exclude prediction grid points too far from data

Internal functions for discretized model matrix handling

Approximate hypothesis tests related to GAM fits

Reduced version of Columbus OH crime data

Detect linear dependencies of one matrix on another

fix.family.link

Modify families for use in GAM fitting and checking

GAM concurvity measures

GCV/UBRE score for use within nlm

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

FELSPLINE test function

gam.convergence

GAM convergence and performance issues

Generalized additive models with integrated smoothness estimation

Setting GAM fitting defaults

Some diagnostics for a fitted gam model

gam.fit5.post.proc

Post-processing output of gam.fit5

GAM P-IRLS estimation with GCV/UBRE smoothness estimation

Form component of GAMM covariance matrix

Generalized Additive Mixed Models

Simple posterior simulation with gam fits

Gamma location-scale model family

Gaussian location-scale model family

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

Calculating derivatives of log-likelihood wrt regression coefficients

Transform derivatives wrt mu to derivatives wrt linear predictor

Identifiability side conditions for a GAM

Generalized Additive Model Selection

Gumbel location-scale model family

identifiability

Identifiability constraints

Starting values for multiple smoothing parameter estimation

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

Scale parameter estimation in GAMs

GAM Integrated Nested Laplace Approximation Newton Enhanced

Checking smooth basis dimension

Generalized Extreme Value location-scale model family

Log Tweedie density evaluation

Fitted gam object

Specifying generalized additive models

Size of list elements

GAM multinomial logistic regression

AIC and Log likelihood for a fitted GAM

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

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

Stable Multiple Smoothing Parameter Estimation by GCV or UBRE

Obtain square roots of penalty matrices

Parallel computation in mgcv.

magic.post.proc

Auxilliary information from magic fit

Report gam smoothness estimates as variance components

Missing data in GAMs

Objective functions for GAM smoothing parameter estimation

Just Another Gibbs Additive Modeller: JAGS support for mgcv.

Interpret a GAM formula

The one standard error rule for smoother models

Simulate example data for GAMs

Penalized Constrained Least Squares Fitting

Evaluate the c.d.f. of a weighted sum of chi-squared deviates

Print a Generalized Additive Model object.

Multivariate normal additive models

null.space.dimension

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

Default GAM plotting

Plot geographic regions defined as polygons

Prediction from fitted GAM model

Functions for better-than-log positive parameterization

model.matrix.gam

Extract model matrix from GAM fit

Prediction from fitted Big Additive Model model

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

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

Automatically place a set of knots evenly through covariate values

Frequently Asked Questions for package mgcv

Alternative to log parameterization for variance components

Defining smooths in GAM formulae

Getting log generalized determinant of penalty matrices

Monotonicity constraints for a cubic regression spline

Smallest square root of matrix

GAM ordered categorical family

Are points inside boundary?

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

linear.functional.terms

Linear functionals of a smooth in GAMs

Extract or modify diagonals of a matrix

GAM negative binomial families

Sinh-arcsinh location scale and shape model family

Generalized Additive Model residuals

smooth.construct

Constructor functions for smooth terms in a GAM

Random effects in GAMs

smooth.construct.ad.smooth.spec

Adaptive smooths in GAMs

smooth.construct.ps.smooth.spec

P-splines in GAMs

Single index models with mgcv

QQ plots for gam model residuals

smooth.construct.re.smooth.spec

Simple random effects in GAMs

Compute truncated eigen decomposition of a symmetric matrix

Generate Tweedie random deviates

smooth.construct.gp.smooth.spec

Low rank Gaussian process smooths

Define alternative tensor product smooths in GAM formulae

Summary for a GAM fit

Generate inverse Gaussian random deviates

Functions implementing a pdMat class for tensor product smooths

Generate from or evaluate multivariate normal or t densities.

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

Overflow proof pdMat class for multiples of the identity matrix

find the unique rows in a matrix

smooth.construct.bs.smooth.spec

Penalized B-splines in GAMs

smooth.construct.cr.smooth.spec

Penalized Cubic regression splines in GAMs

smooth.construct.mrf.smooth.spec

Markov Random Field Smooths

smooth.construct.so.smooth.spec

Soap film smoother constructer

Visualization of GAM objects

Generic function to provide extra information about smooth specification

spasm.construct

Experimental sparse smoothers

smooth.construct.tp.smooth.spec

Penalized thin plate regression splines in GAMs

Alternatives to step.gam

GAM scaled t family for heavy tailed data

smooth.construct.sos.smooth.spec

Splines on the sphere

smooth.construct.fs.smooth.spec

Factor smooth interactions in GAMs

smooth.construct.ds.smooth.spec

Low rank Duchon 1977 splines

Define tensor product smooths or tensor product interactions in GAM formulae

smooth.construct.t2.smooth.spec

Tensor product smoothing constructor

smooth.construct.tensor.smooth.spec

Tensor product smoothing constructor

Prediction/Construction wrapper functions for GAM smooth terms

trind.generator

Generates index arrays for upper triangular storage

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

Zero inflated (hurdle) Poisson location-scale model family

Tweedie location scale family

tensor.prod.model.matrix

Row Kronecker product/ tensor product smooth construction

Extract parameter (estimator) covariance matrix from GAM fit

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

totalPenaltySpace

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

Smooth terms in GAM

Choleski decomposition of a tri-diagonal matrix

GAM zero-inflated (hurdle) Poisson regression family