Displaying 20 results from an estimated 20000 matches similar to: "a question about mgcv package"
2010 Sep 26
1
Basis functions of cubic regression spline in mgcv
I have a question about the basis functions of cubic regression spline in
mgcv. Are there some ways I can get the exact forms of the basis functions
and the penalty matrix that are used in mgcv? Thanks in advance!
Yan
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2010 Oct 27
1
GAM function in mgcv package
Hi R-users
I am trying to use the GAM function of the mgcv package. But I am having
problem trying to specify the k parameter.
Although I managed to run some models by giving to the parameter some
(random) value, and it is explained by Wood (2006) that it does not seem
to "really" affect the final result, I would like to grasp better its
meaning.
I understand that is the
2011 Aug 16
0
Cubic splines in package "mgcv"
re: Cubic splines in package "mgcv"
I don't have access to Gu (2002) but clearly the function R(x,z) defined
on p126 of Simon Wood's book is piecewise quartic, not piecewise cubic.
Like Kunio Takezawa (below) I was puzzled by the word "cubic" on p126.
As Simon Wood writes, this basis is not actually used by mgcv when
specifying bs="cr".
Maybe the point is
2013 Nov 01
0
Impose constraint on first order derivative at a point for cubic smoothing spline
Hello,
Dr. Simon Wood told me how to force a cubic spline passing through a
point. The code is as following. Anyone who knows how I can change the code
to force the first derivative to be certain value. For example, the first
derivative of the constrained cubic spline equals 2 at point (0, 0.6).
I really appreciate your help!
Thanks!
Best
Victor
2013 Mar 11
1
Use pcls in "mgcv" package to achieve constrained cubic spline
Hello everyone,
Dr. wood told me that I can adapting his example to force cubic spline to pass through certain point.
I still have no idea how to achieve this. Suppose we want to force the cubic spline to pass (1,1), how can
I achieve this by adapting the following code?
# Penalized example: monotonic penalized regression spline .....
# Generate data from a monotonic truth.
2010 Apr 09
1
How to get the penalty matrix for natural cubic spline?
Hi, all
I am trying to get the basis matrix and penalty matrix for natural
cubic splines. In the "splines" package of R,"ns" can
generate the B-spline basis matrix for a natural cubic spline. How can
I get the basis matrix and penalty matrix for natural cubic
spline.
Thanks a lot!
Lee
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2012 Oct 26
0
Seasonal smoothing of data with large gaps (mgcv)
Hi,
I have a set of measurements that are made on a daily basis over many
years. I would like to produce a *non-parametric* smooth of these data to
estimate the seasonal cycle - to achieve this, I have been using the cyclic
cubic splines from the mgcv package. This works superbly in most
situations, but not all.
The problem is that for various practical reasons the data is not available
all year
2007 Dec 26
1
Cubic splines in package "mgcv"
R-users
E-mail: r-help@r-project.org
My understanding is that package "mgcv" is based on
"Generalized Additive Models: An Introduction with R (by Simon N. Wood)".
On the page 126 of this book, eq(3.4) looks a quartic equation with respect
to
"x", not a cubic equation. I am wondering if all routines which uses
cubic splines in mgcv are based on this quartic
2010 Jun 04
1
package mgcv inconsistency in help files? cyclic P-spline "cs" not cyclic?
Dear all,
I'm a bit stunned by the behaviour of a gam model using cyclic
P-spline smoothers. I cannot provide the data, as I have about 61.000
observations from a time series.
I use the following model :
testgam <- gam(NO~s(x)+s(y,bs="cs")+s(DD,bs="cs")+s(TT),data=Final)
The problem lies with the cyclic smoother I use for seasonal trends.
The variable Final$y is a
2010 Apr 14
1
Selecting derivative order penalty for thin plate spline regression (GAM - mgcv)
Hi,
I am using GAMs (package mgcv) to smooth event rates in a penalized regression setting and I was wondering if/how one can
select the order of the derivative penalty.
For my particular problem the order of the penalty (parameter "m" inside the "s" terms of the formula argument) appears to
have a larger effect on the AIC/deviance of the estimated model than the
2007 Jun 25
1
gam function in the mgcv library
I would like to fit a logistic regression using a smothing spline, where the spline is a piecewise cubic polynomial. Is the knots option used to define the subintervals for each piece of the cubic spline? If yes and there are k knots, then why does the coefficients field in the returned object from gam only list k coefficients? Shouldn't there be 4k -4 coefficients?
Sincerely,
Bill
2009 Feb 07
1
paraPen in gam [mgcv 1.4-1.1] and centering constraints
Dear Mr. Simon Wood, dear list members,
I am trying to fit a similar model with gam from mgcv compared to what I
did with BayesX, and have discovered the relatively new possibility of
incorporating user-defined matrices for quadratic penalties on
parametric terms using the "paraPen" argument. This was really a very
good idea!
However, I would like to constraint the coefficients
2007 Jun 22
1
two basic question regarding model selection in GAM
Qusetion #1
*********
Model selection in GAM can be done by using:
1. step.gam {gam} : A directional stepwise search
2. gam {mgcv} : Smoothness estimation using GCV or UBRE/AIC criterion
Suppose my model starts with a additive model (linear part + spline part).
Using gam() {mgcv} i got estimated degrees of freedom(edf) for the smoothing
splines. Now I want to use the functional form of my model
2008 May 06
1
mgcv::gam shrinkage of smooths
In Dr. Wood's book on GAM, he suggests in section 4.1.6 that it might be
useful to shrink a single smooth by adding S=S+epsilon*I to the penalty
matrix S. The context was the need to be able to shrink the term to zero if
appropriate. I'd like to do this in order to shrink the coefficients towards
zero (irrespective of the penalty for "wiggliness") - but not necessarily
all the
2011 Oct 27
1
Fitting Maximums of data series with cubic spline
Hi Users,
I want to fit the maximums of a data series with a cubic spline. How do I
go about this in R.
I failed to figure out how I can use the mgcv library to do this.
Thanks
----------------------------
ZABLONE
2010 Dec 09
1
Calculating odds ratios from logistic GAM model
Dear R-helpers
I have a question related to logistic GAM models. Consider the following
example:
# Load package
library(mgcv)
# Simulation of dataset
n <- 1000
set.seed(0)
age <- rnorm(n, 50, 10)
blood.pressure <- rnorm(n, 120, 15)
cholesterol <- rnorm(n, 200, 25)
sex <- factor(sample(c('female','male'), n,TRUE))
L <-
2002 Feb 20
2
How to get the penalized log likelihood from smooth.spline()?
I use smooth.spline(x, y) in package modreg and I would like to get
value of penalized log likelihood and preferable also its two parts. To
make clear what I am asking for (and make sure that I am asking for the
right thing) I clarify my problem trying to use the same notation as in
help(smooth.spline):
I want to find the natural cubic spline f(x) such that
L(f) = \sum_{k=1}{n} w[k](y[k] -
2011 Jul 19
2
Incorrect degrees of freedom for splines using GAMM4?
Hello,
I'm running mixed models in GAMM4 with 2 (non-nested) random intercepts and
I want to include a spline term for one of my exposure variables. However,
when I include a spline term, I always get reported degrees of freedom of
less than 1, even when I know that my spline is using more than 1 degree of
freedom. For example, here is the code for my model:
>
2013 Mar 06
1
Constrained cubic smoothing spline
Hello everone,
Anyone who knows how to force a cubic smoothing spline to pass through a particular point?
I found on website someone said that we can use "cobs package" to force the spline pass through certain points or impose shape constraints (increasing, decreasing). However, this package is using B-spline and can only do linear and quadratic
2009 Aug 24
0
Monotone Smoothing specifically I splines
Hello
I am looking for a function to create an Integrated (I) spline basis,
somehting similar to the likes of 'bs' and 'ns'. I have come across the
funcitons,
fda::eval.monfd Values of a Monotone Functional Data
Object
fda::/.fd FDA internal functions
fda::monfn Evaluates a monotone function
fda::smooth.monotone
Monotone