vagam

Variational Approximations for Generalized Additive Models

Fits generalized additive models (GAMs) using a variational approximations (VA) framework. In brief, the VA framework provides a fully or at least closed to fully tractable lower bound approximation to the marginal likelihood of a GAM when it is parameterized as a mixed model (using penalized splines, say). In doing so, the VA framework aims offers both the stability and natural inference tools available in the mixed model approach to GAMs, while achieving computation times comparable to that of using the penalized likelihood approach to GAMs. See Hui et al. (2018) <doi:10.1080/01621459.2018.1518235>.

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Description file content

Package
vagam
Type
Package
Title
Variational Approximations for Generalized Additive Models
Version
1.0
Date
2019-1-03
Depends
R (>= 3.4.0), mgcv, gamm4, Matrix, mvtnorm, truncnorm
LazyLoad
yes
LazyData
yes
Maintainer
Han Lin Shang
Description
Fits generalized additive models (GAMs) using a variational approximations (VA) framework. In brief, the VA framework provides a fully or at least closed to fully tractable lower bound approximation to the marginal likelihood of a GAM when it is parameterized as a mixed model (using penalized splines, say). In doing so, the VA framework aims offers both the stability and natural inference tools available in the mixed model approach to GAMs, while achieving computation times comparable to that of using the penalized likelihood approach to GAMs. See Hui et al. (2018) .
License
GPL-3
NeedsCompilation
no
Packaged
2019-01-04 11:17:13 UTC; hanlinshang
Author
Han Lin Shang [aut, cre, cph] (), Francis K.C. Hui [aut] ()
Repository
CRAN
Date/Publication
2019-01-09 17:00:03 UTC

install.packages('vagam')

1.0

12 days ago

Han Lin Shang

GPL-3

Depends on

R (>= 3.4.0), mgcv, gamm4, Matrix, mvtnorm, truncnorm

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