smooth.construct {mgcv}  R Documentation 
Smooth terms in a GAM formula are turned into smooth specification objects of
class xx.smooth.spec
during processing of the formula. Each of these objects is
converted to a smooth object using an appropriate smooth.construct
function. New smooth classes
can be added by writing a new smooth.construct
method function and a corresponding
Predict.matrix
method function (see example code below).
In practice, smooth.construct
is usually called via the wrapper
function smoothCon
.
smooth.construct(object,data,knots)
object 
is a smooth specification object, generated by an s or te term in a GAM
formula. Objects generated by s terms have class xx.smooth.spec where xx is given by the
bs argument of s (this convention allows the user to add their own smoothers).
If object is not class tensor.smooth.spec it will have the following elements:
object is of class tensor.smooth.spec then it was generated by a te term in the GAM formula,
and specifies a smooth of several variables with a basis generated as a tensor product of lower dimensional bases.
In this case the object will be different and will have the following elements:

data 
a data frame in which the covariates and any by variable can be found. 
knots 
an optional data frame specifying knot locations for each covariate. If it is null then the knot locations are generated automatically. 
The returned objects for the built in smooth classes have the following extra elements.
cr.smooth
objects (generated using bs="cr"
) have an additional array xp
giving the knot locations used to generate the basis.
cyclic.smooth
objects (generated using bs="cc"
) have an array xp
of knot locations and a matrix
BD
used to define the basis (BD transforms function values at the knots to second derivatives at the knots).
tprs.smooth
objects require several items to be stored in order to define the basis. These are:
Again, these extra elements would be found in the elements of the margin
list of tensor.smooth
class object.
The classes cs.smooth
and ts.smooth
are modifications of the
classes cr.smooth
and tprs.smooth
respsectively: they differ
only in having an extra shrinkage component added to their penalties, so that
automatic model selection can effectively remove such terms from a model altogether.
The input argument object
, assigned a new class to indicate what type of smooth it is and with at least the
following items added:
X 
The model matrix from this term. 
C 
The matrix defining any constraints on the term  usually a one row matrix giving the column sums of the model matrix, which defines the constraint that each term should sum to zero over the covariate values. 
S 
A list of positive semidefinite penalty matrices that apply to this term. The list will be empty if the term is to be left unpenalized. 
rank 
an array giving the ranks of the penalties. 
df 
the degrees of freedom associated with this term (at least when unpenalized). 
Usually the returned object will also include extra information required to define the basis, and used by
Predict.matrix
methods to make predictions using the basis. See the Details
section for the information included for the built in smooth classes.
tensor.smooth
returned objects will additionally have each element of
the margin
list updated in the same way. tensor.smooths
also
have a list, XP
, containing reparameterization matrices for any 1D marginal terms
reparameterized in terms of function values. This list will have NULL
entries for marginal smooths that are not reparameterized, and is only long
enough to reach the last reparameterized marginal in the list.
Simon N. Wood simon.wood@rproject.org
Wood, S.N. (2000) Modelling and Smoothing Parameter Estimation with Multiple Quadratic Penalties. J.R.Statist.Soc.B 62(2):413428
Wood, S.N. (2003) Thin plate regression splines. J.R.Statist.Soc.B 65(1):95114
Wood, S.N. (in press) Stable and efficient multiple smoothing parameter estimation for generalized additive models. J. Amer. Statist. Ass.
The pspline code given in the example is based on:
Eilers, P.H.C. and B.D. Marx (1996) Flexible Smoothing with Bsplines and Penalties. Statistical Science, 11(2):89121
http://www.stats.gla.ac.uk/~simon/
get.var
, gamm
, gam
,
Predict.matrix
,
smoothCon
, PredictMat
# adding "pspline" classes and methods smooth.construct.ps.smooth.spec<function(object,data,knots) # a pspline constructor method function { require(splines) if (length(object$p.order)==1) m<rep(object$p.order,2) else m<object$p.order # m[1]  basis order, m[2]  penalty order nk<object$bs.dimm[1] # number of interior knots if (nk<=0) stop("basis dimension too small for bspline order") x < get.var(object$term,data) # find the data xl<min(x);xu<max(x);xr<xuxl # data limits and range xl<xlxr*0.001;xu<xu+xr*0.001;dx<(xuxl)/(nk1) if (!is.null(knots)) k < get.var(object$term,knots) else k<NULL if (is.null(k)) k<seq(min(x)dx*(m[1]+1),max(x)+dx*(m[1]+1),length=nk+2*m[1]+2) if (length(k)!=nk+2*m[1]+2) stop(paste("there should be ",nk+2*m[1]+2," supplied knots")) object$X<spline.des(k,x,m[1]+2,x*0)$design # get model matrix if (!object$fixed) { S<diag(object$bs.dim);if (m[2]) for (i in 1:m[2]) S<diff(S) object$S<list(t(S)%*%S) # get penalty object$S[[1]] < (object$S[[1]]+t(object$S[[1]]))/2 # exact symmetry } object$rank<object$bs.dimm[2] # penalty rank object$null.space.dim < m[2] # dimension of unpenalized space object$knots<k;object$m<m # store pspline specific info. object$C<matrix(colSums(object$X),1,object$bs.dim) #constraint object$df<ncol(object$X)1 # maximum DoF if (object$by!="NA") # deal with "by" variable { by < get.var(object$by,data) # find by variable if (is.null(by)) stop("Can't find by variable") object$X<as.numeric(by)*object$X # form diag(by)%*%X } class(object)<"pspline.smooth" # Give object a class object } Predict.matrix.pspline.smooth<function(object,data) # prediction method function for the p.spline smooth class { require(splines) x < get.var(object$term,data) spline.des(object$knots,x,object$m[1]+2,x*0)$design } # an example, using the new class.... set.seed(0);n<400; x0 < runif(n, 0, 1);x1 < runif(n, 0, 1) x2 < runif(n, 0, 1);x3 < runif(n, 0, 1) f < 2 * sin(pi * x0) f < f + exp(2 * x1)  3.75887 f < f+0.2*x2^11*(10*(1x2))^6+10*(10*x2)^3*(1x2)^101.396 e < rnorm(n)*2 y < f + e b<gam(y~s(x0,bs="ps",m=2)+s(x1,bs="ps",m=c(1,3))+ s(x2,bs="ps",m=2)+s(x3,bs="ps",m=2)) plot(b,pages=1) # another example using tensor products of the new class test1<function(x,z,sx=0.3,sz=0.4) { (pi**sx*sz)*(1.2*exp((x0.2)^2/sx^2(z0.3)^2/sz^2)+ 0.8*exp((x0.7)^2/sx^2(z0.8)^2/sz^2)) } n<400 x<runif(n);z<runif(n); f < test1(x,z) y < f + rnorm(n)*0.1 b < gam(y~te(x,z,bs=c("ps","ps"),m=c(2,2))) vis.gam(b)