Displaying 20 results from an estimated 4000 matches similar to: "use of step.gam (from package 'gam') and superassignment inside functions"
2005 Oct 12
0
step.gam- question
This is covered in the helpfile, but perhaps not clearly enough.
The gam chapter in the "white book" has more details.
step.gam moves around the terms in the scope aregumnet in an ordered
fashion.
So if a scope element is
~ 1 + x +s(x,4) + s(x,8)
and the formula at some stage is ~ x + ....
then if direction="both", the routine checks both "1" and
2004 Aug 06
2
gam --- a new contributed package
I have contributed a "gam" library to CRAN,
which implements "Generalized Additive Models".
This implementation follows closely the description in
the GAM chapter 7 of the "white" book "Statistical Models in S"
(Chambers & Hastie (eds), 1992, Wadsworth), as well as the philosophy
in "Generalized Additive Models" (Hastie & Tibshirani 1990,
2004 Aug 06
2
gam --- a new contributed package
I have contributed a "gam" library to CRAN,
which implements "Generalized Additive Models".
This implementation follows closely the description in
the GAM chapter 7 of the "white" book "Statistical Models in S"
(Chambers & Hastie (eds), 1992, Wadsworth), as well as the philosophy
in "Generalized Additive Models" (Hastie & Tibshirani 1990,
2010 Jul 07
0
error in step.gam
Dear r-helpers,
I use function step.gam (package gam, T. Hastie) with several explanatory variables to build a model. Unfortunately, I obviously have too many variables. This message occurs on my 4 core 64bit machine with 8GB RAM in R2.11.1 for Windows (64bit build):
Error in array(FALSE, term.lengths) : 'dim' specifies too large an array
I read that this message occurs when running out
2005 Apr 06
0
Version 0.93 of GAM package on CRAN
I have posted an update to the GAM package. Note that this package
implements gam() as described
in the "White" S book (Statistical models in S). In particular, you can
fit models with lo() terms (local regression)
and/or s() terms (smoothing splines), mixed in, of course, with any
terms appropriate for glms.
A number of bugs in version 0.92 have been fixed; notably
1) some problems
2005 Apr 06
0
Version 0.93 of GAM package on CRAN
I have posted an update to the GAM package. Note that this package
implements gam() as described
in the "White" S book (Statistical models in S). In particular, you can
fit models with lo() terms (local regression)
and/or s() terms (smoothing splines), mixed in, of course, with any
terms appropriate for glms.
A number of bugs in version 0.92 have been fixed; notably
1) some problems
2006 Jun 18
1
GAM selection error msgs (mgcv & gam packages)
Hi all,
My question concerns 2 error messages; one in the gam package and one in
the mgcv package (see below). I have read help files and Chambers and
Hastie book but am failing to understand how I can solve this problem.
Could you please tell me what I must adjust so that the command does not
generate error message?
I am trying to achieve model selection for a GAM which is required for
2005 Sep 02
2
Superassignment (<<-) and indexing
In a clean environment under R-2.1.0 on Linux:
> x <- 1:5
> x[3] <<- 9
Error: Object "x" not found
Isn't that odd? (Note x <<- 9 works just fine.)
Why am I doing this? Because I'm stepping through code that
normally lives inside a function, where "<<-" is appropriate.
-- David Brahm (brahm at alum.mit.edu)
2007 Feb 27
1
interactions and GAM
Dear R-users,
I have 1 remark and 1 question on the inclusion of interactions in the gam function from the gam package.
I need to fit quantitative predictors in interactions with factors. You can see an example of what I need in fig 9.13 p265 from Hastie and Tibshirani book (1990).
It's clearly stated that in ?gam "Interactions with nonparametric smooth terms are not fully
2010 Jul 27
0
gam (package gam) - diagonal of smoother matrix
Dear R-list members,
Once a gam (package gam) model has been fitted with family=poisson,
is there some R function that could extract the diagonal elements
of the smoother matrix S, to be used in a cross-validation for the
selection of the best smoothing parameter, following equation 3.19
on page 48 of the book T.J. Hastie and R.J. Tibshirani, Generalized
Additive Models, Chapman and Hall/CRC,
2023 Mar 19
1
WISH: Optional mechanism preventing var <<- value from assigning non-existing variable
I think that should be the default behaviour. It's pretty late to get
that into R 4.3.0, but I think your proposal (with check.superassignment
= FALSE being the default) could make it in, and 4.4.0 could change the
default to TRUE.
Duncan
On 19/03/2023 12:08 p.m., Henrik Bengtsson wrote:
> I'd like to be able to prevent the <<- assignment operator ("super
>
2023 Mar 19
1
WISH: Optional mechanism preventing var <<- value from assigning non-existing variable
I'd like to be able to prevent the <<- assignment operator ("super
assignment") from assigning to the global environment unless the
variable already exists and is not locked. If it does not exist or is
locked, I'd like an error to be produced. This would allow me to
evaluate expressions with this temporarily set to protect against
mistakes.
For example, I'd like to
2023 Mar 19
1
WISH: Optional mechanism preventing var <<- value from assigning non-existing variable
I have to say <<- is a core debugging tool when assigning into the global
environment. I suppose I could use assign but that would be somewhat
annoying.
That said I'm still for this change, the vast overwhelming number of times
that <<- is in my package code - already rare but it does happen - it would
absolutely be a bug (typo most likely) for it to get to the global
environment
2004 Dec 01
2
step.gam
Dear R-users:
Im trying (using gam package) to develop a stepwise analysis. My gam
object contains five pedictor variables (a,b,c,d,e,f). I define the
step.gam:
step.gam(gamobject, scope=list("a"= ~s(a,4), "b"= ~s(b,4), "c"= ~s(c,4),
"d"= ~s(d,4), "e"= ~s(e,4), "f"= ~s(f,4)))
However, the result shows a formula containing the whole
2005 Oct 12
1
step.gam and number of tested smooth functions
Hi,
I'm working with step.gam in gam package. I'm interested both in spline and
lowess functions and when I define all the models that I'm interested in I get
something like that:
> gam.object.ALC<-gam(X143S~ALC,data=dane,family=binomial)
>
2023 Mar 19
2
WISH: Optional mechanism preventing var <<- value from assigning non-existing variable
Why should it make an exception for cases where the about-to-be-assigned-to
name is present in the global environment? I think it should warn or give
an error if the altered variable is in any environment on the search list.
-Bill
On Sun, Mar 19, 2023 at 10:54?AM Duncan Murdoch <murdoch.duncan at gmail.com>
wrote:
> I think that should be the default behaviour. It's pretty late to
2008 Jun 25
0
subscripted assignments errormessage in gap.boxpot
I am trying to create a boxplot that has a gap with different scales so that my boxes actually show (compare attachments). I have referred to the help pages for gap.boxplot, gap.plot, list with no luck so far. Here is my script and the resulting error message:
# Import *.csv files containing areas for each CLI class
cli3<-read.table("F:\\Megan\\cli3.csv", header=TRUE,
2009 Feb 04
2
loading lme4 fails - "function 'cholmod_l_start' not provided by package 'Matrix'"
Hello UseRs,
I've just tried to load the lme4 package and got the error message, "function 'cholmod_l_start' not provided by package 'Matrix'". I downloaded the latest version of lme4 and its required packages (lattice and Matrix) as suggested in the archives and still got this message. The FAQ and archives suggested to check the R version requirements, but I'm
2008 Aug 08
2
Tick marks that correspond with bars on barplot
Hello all,
I have created a barplot that shows change in hardwood/softwood density from 1965 to 2005 in 5 year periods (1965,1970, etc). I would like to have an X-axis where the labels for the years line up after every two bars in the plot (there is one bar for hardwood, and another for softwood). Below is my script:
density<-read.table("F:\\Megan\\Vtest.csv", header=TRUE,
2003 Jul 14
1
gam and step
hello,
I am looking for a step() function for GAM's.
In the book Statistical Computing by Crawley and a removal of predictors has
been done "by hand"
model <- gam(y ~s(x1) +s(x2) + s(x3))
summary(model)
model2 <- gam(y ~s(x2) + s(x3)) # removal of the unsignificant variable
#then comparing these two models if an significant increase occurs.
anova(model, model2,