Shape Constrained Additive Models
Description
Generalized additive models under shape
constraints on the component functions of the linear predictor.
Models can include multiple shape-constrained (univariate
and bivariate) and unconstrained terms. Routines of the
package 'mgcv' are used to set up the model matrix, print,
and plot the results. Multiple smoothing parameter
estimation by the Generalized Cross Validation or similar.
See Pya and Wood (2015)
for an overview. A broad selection of shape-constrained
smoothers, linear functionals of smooths with shape constraints,
and Gaussian models with AR1 residuals.