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<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Objective functions for GAM smoothing parameter estimation</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for gam2objective {mgcv}"><tr><td>gam2objective {mgcv}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2>Objective functions for GAM smoothing parameter estimation</h2> <h3>Description</h3> <p>Estimation of GAM smoothing parameters is most stable if optimization of the UBRE/AIC or GCV score is outer to the penalized iteratively re-weighted least squares scheme used to estimate the model given smoothing parameters. These functions evaluate the GCV/UBRE/AIC score of a GAM model, given smoothing parameters, in a manner suitable for use by <code><a href="../../stats/html/optim.html">optim</a></code> or <code><a href="../../stats/html/nlm.html">nlm</a></code>. Not normally called directly, but rather service routines for <code><a href="gam.outer.html">gam.outer</a></code>. </p> <h3>Usage</h3> <pre> gam2objective(lsp,args,...) gam2derivative(lsp,args,...) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>lsp</code></td> <td> <p>The log smoothing parameters.</p> </td></tr> <tr valign="top"><td><code>args</code></td> <td> <p>List of arguments required to call <code><a href="gam.fit3.html">gam.fit3</a></code>.</p> </td></tr> <tr valign="top"><td><code>...</code></td> <td> <p>Other arguments for passing to <code>gam.fit3</code>.</p> </td></tr> </table> <h3>Details</h3> <p><code>gam2objective</code> and <code>gam2derivative</code> are functions suitable for calling by <code><a href="../../stats/html/optim.html">optim</a></code>, to evaluate the GCV/UBRE/AIC score and its derivatives w.r.t. log smoothing parameters. </p> <p><code>gam4objective</code> is an equivalent to <code>gam2objective</code>, suitable for optimization by <code><a href="../../stats/html/nlm.html">nlm</a></code> - derivatives of the GCV/UBRE/AIC function are calculated and returned as attributes. </p> <p>The basic idea of optimizing smoothing parameters ‘outer’ to the P-IRLS loop was first proposed in O'Sullivan et al. (1986). </p> <h3>Author(s)</h3> <p> Simon N. Wood <a href="mailto:simon.wood@r-project.org">simon.wood@r-project.org</a></p> <h3>References</h3> <p>Wood, S.N. (2011) Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models. Journal of the Royal Statistical Society (B) 73(1):3-36 </p> <p>O 'Sullivan, Yandall & Raynor (1986) Automatic smoothing of regression functions in generalized linear models. J. Amer. Statist. Assoc. 81:96-103. </p> <p>Wood, S.N. (2008) Fast stable direct fitting and smoothness selection for generalized additive models. J.R.Statist.Soc.B 70(3):495-518 </p> <p><a href="http://www.maths.bris.ac.uk/~sw15190/">http://www.maths.bris.ac.uk/~sw15190/</a> </p> <h3>See Also</h3> <p><code><a href="gam.fit3.html">gam.fit3</a></code>, <code><a href="gam.html">gam</a></code>, <code><a href="magic.html">magic</a></code></p> <hr /><div style="text-align: center;">[Package <em>mgcv</em> version 1.8-28 <a href="00Index.html">Index</a>]</div> </body></html>