Jackson Rodrigues
2015-Jul-09 19:02 UTC
[R] degree of freedom of smoothing spline in Generalized Additive Model (GAM)
Hi all, I am trying to fit a Generalized Additive Model (GAM) with mgcv package aiming to identify changes on time series just like Gavin Simpson did ( http://www.fromthebottomoftheheap.net/2014/05/15/identifying-periods-of-change-with-gams/ ). However, depending on value of degree of freedom (K) chosen , the result change considerably. I run the following code to fit the GAM fit <- gamm(Mydata ~ s(Age, k =25), correlation = corARMA(form = ~ Age, p 1)) The package documentation provides some support in "choose K" section by exploring p-value and k-index (gam.check function), however, I have gotten no p-value and K-index either. Could anyone help me to find the best degree of freedom? Thank you in advance for any support. Jackson Rodrigues -- Jackson M. Rodrigues Department of Palynology and Climate Dynamics Albrecht-von-Haller-Institute for Plant Sciences Georg-August-University G?ttingen Untere Karspuele 2 37073 G?ttingen/Germany Tel.: 0049 (0) 176 8186 4994 [[alternative HTML version deleted]]