Prediction methods for smooth terms in a GAM
Applying re-parameterization from log-determinant of penalty matrix to model matrix.
Setting up a list representing a block diagonal penalty matrix
Internal functions for discretized model matrix handling
Approximate hypothesis tests related to GAM fits
Generalized additive models for very large datasets
Update a strictly additive bam model for new data.
Choleski decomposition of a band diagonal matrix
Deletion and rank one Cholesky factor update
GAM censored logistic distribution family for log-logistic AFT models
GAM censored normal family for log-normal AFT and Tobit models
Reduced version of Columbus OH crime data
Additive Cox proportional hazard models with time varying covariates
Obtaining derivative w.r.t. linear predictor
Stable evaluation of difference between normal c.d.f.s
Exclude prediction grid points too far from data
Extract the data covariance matrix from an lme object
Modify families for use in GAM fitting and checking
Detect linear dependencies of one matrix on another
Form component of GAMM covariance matrix
Generalized additive models with integrated smoothness estimation
GAM P-IRLS estimation with GCV/UBRE smoothness estimation
P-IRLS GAM estimation with GCV, UBRE/AIC or RE/ML derivative calculation
Simple posterior simulation with gam fits
Minimize GCV or UBRE score of a GAM using 'outer' iteration
Finding stable orthogonal re-parameterization of the square root penalty.
Identifiability side conditions for a GAM
Report gam smoothness estimates as variance components
Objective functions for GAM smoothing parameter estimation
Transform derivatives wrt mu to derivatives wrt linear predictor
Calculating derivatives of log-likelihood wrt regression coefficients
Get named variable or evaluate expression from list or data.frame
Generalized Extreme Value location-scale model family
GAM Integrated Nested Laplace Approximation Newton Enhanced
Which of a set of points lie within a polygon defined region
Extract the diagonal of the influence/hat matrix for a GAM
Starting values for multiple smoothing parameter estimation
Just Another Gibbs Additive Modeller: JAGS support for mgcv.
Getting log generalized determinant of penalty matrices
Stable Multiple Smoothing Parameter Estimation by GCV or UBRE
Frequently Asked Questions for package mgcv
Mixed GAM Computation Vehicle with GCV/AIC/REML/NCV smoothness estimation and GAMMs by REML/PQL
Monotonicity constraints for a cubic regression spline
Obtain a name for a new variable that is not already in use
Functions for better-than-log positive parameterization
Alternative to log parameterization for variance components
The basis of the space of un-penalized functions for a TPRS
The one standard error rule for smoother models
Penalized Constrained Least Squares Fitting
Overflow proof pdMat class for multiples of the identity matrix
Functions implementing a pdMat class for tensor product smooths
Extract the effective degrees of freedom associated with each penalty in a gam fit
Automatically place a set of knots evenly through covariate values
Plot geographic regions defined as polygons
Prediction from fitted Big Additive Model model
Print a Generalized Additive Model object.
Evaluate the c.d.f. of a weighted sum of chi-squared deviates
Generate inverse Gaussian random deviates
Generate from or evaluate multivariate normal or t densities.
GAM scaled t family for heavy tailed data
Sinh-arcsinh location scale and shape model family
Compute truncated eigen decomposition of a symmetric matrix
Constructor functions for smooth terms in a GAM
Penalized Cubic regression splines in GAMs
Constrained factor smooth interactions in GAMs
Penalized thin plate regression splines in GAMs
Generic function to provide extra information about smooth specification
Convert a smooth to a form suitable for estimating as random effect
Prediction/Construction wrapper functions for GAM smooth terms
Extract smoothing parameter estimator covariance matrix from (RE)ML GAM fit
Define alternative tensor product smooths in GAM formulae
Define tensor product smooths or tensor product interactions in GAM formulae
Row Kronecker product/ tensor product smooth construction
Obtaining (orthogonal) basis for null space and range of the penalty matrix
Choleski decomposition of a tri-diagonal matrix
Generates index arrays for upper triangular storage
Extract parameter (estimator) covariance matrix from GAM fit
GAM zero-inflated (hurdle) Poisson regression family
Zero inflated (hurdle) Poisson location-scale model family