gamObject                package:mgcv                R Documentation

_F_i_t_t_e_d _g_a_m _o_b_j_e_c_t

_D_e_s_c_r_i_p_t_i_o_n:

     A fitted GAM object returned by function 'gam' and of class
     '"gam"' inheriting from classes '"glm"' and '"lm"'. Method
     functions 'anova', 'logLik', 'influence', 'plot', 'predict',
     'print', 'residuals' and 'summary' exist for this class.

     All compulsory elements of '"glm"' and '"lm"' objects are present,
     but the fitting method for a GAM is different to a linear model or
     GLM, so that the elements relating to the QR decomposition of the
     model matrix are absent.

_V_a_l_u_e:

     A 'gam' object has the following elements:

     aic: AIC of the fitted model: bear in mind that the degrees of
          freedom used to calculate this are the effective degrees of
          freedom of the model, and the likelihood is evaluated at the
          maximum of the penalized likelihood in most cases, not at the
          MLE.

  assign: Array whose elements indicate which model term (listed in
          'pterms') each parameter relates to: applies only to
          non-smooth terms.

boundary: did parameters end up at boundary of parameter space?

    call: the matched call (allows 'update' to be used with 'gam'
          objects, for example). 

     cmX: column means of the model matrix - useful for componentwise
          CI calculation.

coefficients: the coefficients of the fitted model. Parametric
          coefficients are  first, followed  by coefficients for each
          spline term in turn.

 control: the 'gam' control list used in the fit.

converged: indicates whether or not the iterative fitting method
          converged.

    data: the original supplied data argument (for class '"glm"'
          compatibility).  Only included if 'gam' 'control' argument
          element  'keepData' is set to 'TRUE' (default is 'FALSE').

deviance: model deviance (not penalized deviance).

 df.null: null degrees of freedom.

df.residual: effective residual degrees of freedom of the model.

     edf: estimated degrees of freedom for each model parameter.
          Penalization means that many of these are less than 1.

  family: family object specifying distribution and link used.

fitted.values: fitted model predictions of expected value for each
          datum.

 formula: the model formula.

 full.sp: full array of smoothing parameters multiplying penalties
          (excluding any contribution  from 'min.sp' argument to
          'gam'). May be larger than 'sp' if some terms share 
          smoothing parameters, and/or some smoothing parameter values
          were supplied in the 'sp' argument of 'gam'.

gcv.ubre: The minimized GCV or UBRE score.

     hat: array of elements from the leading diagonal of the `hat' (or
          `influence') matrix.  Same length as response data vector.

    iter: number of iterations of P-IRLS taken to get convergence.

linear.predictors: fitted model prediction of link function of expected
          value for  each datum.

  method: One of '"GCV"' or '"UBRE"', '"REML"', '"P-REML"', '"ML"',
          '"P-ML"', '"PQL"', '"lme.ML"' or '"lme.REML"', depending on
          the fitting criterion used.

mgcv.conv: A list of convergence diagnostics relating to the '"magic"'
          parts of smoothing parameter estimation - this will not be
          very meaningful for pure '"outer"' estimation of smoothing
          parameters. The items are: 'full.rank', The apparent rank of
          the problem given the model matrix and  constraints; 'rank',
          The numerical rank of the problem; 'fully.converged', 'TRUE'
          is multiple GCV/UBRE converged by meeting  convergence
          criteria and 'FALSE' if method stopped with a steepest
          descent step  failure; 'hess.pos.def'Was the hessian of the
          GCV/UBRE score positive definite at  smoothing parameter
          estimation convergence?; 'iter' How many iterations were
          required to find the smoothing parameters? 'score.calls', and
          how many times did the GCV/UBRE score have to be evaluated?;
          'rms.grad', root mean square of the gradient of the GCV/UBRE
          score at  convergence. 

 min.edf: Minimum possible degrees of freedom for whole model.

   model: model frame containing all variables needed in original model
          fit.

na.action: The 'na.action' used in fitting.

    nsdf: number of parametric, non-smooth, model terms including the
          intercept.

null.deviance: deviance for single parameter model.

  offset: model offset.

optimizer: 'optimizer' argument to 'gam', or '"magic"' if it's a pure 
          additive model.

outer.info: If `outer' iteration has been used to fit the model (see
          'gam' argument 'optimizer') then this is present and contains
          whatever was returned by the optimization routine used
          (currently 'nlm' or 'optim'). 

prior.weights: prior weights on observations.

  pterms: 'terms' object for strictly parametric part of model.

    rank: apparent rank of fitted model.

reml.scale: The scale (RE)ML scale parameter estimate, if (P-)(RE)ML
          used  for smoothness estimation. 

residuals: the working residuals for the fitted model.

    sig2: estimated or supplied variance/scale parameter.

  smooth: list of smooth objects, containing the basis information for
          each term in the  model formula in the order in which they
          appear. These smooth objects are what gets returned by the
          'smooth.construct' objects.

      sp: estimated smoothing parameters for the model. These are the
          underlying smoothing parameters, subject to optimization. For
          the full set of smoothing parameters multiplying the 
          penalties see 'full.sp'. Divide the scale parameter by the
          smoothing parameters to get, variance components, but note
          that this is not valid for smooths that have used rescaling
          to  improve conditioning.

   terms: 'terms' object of 'model' model frame.

var.summary: A named list of summary information on the predictor
          variables. If a parametric variable is a matrix, then the
          summary is a one row matrix, containing the  observed data
          value closest to the column median, for each matrix column.
          If the variable  is a factor the then summary is the modal
          factor level, returned as a factor, with levels 
          corresponding to those of the data. For numerics and matrix
          arguments of smooths, the summary  is the mean, nearest
          observed value to median and maximum, as a numeric vector.
          Used by  'vis.gam', in particular. 

      Ve: frequentist estimated covariance matrix for the parameter
          estimators. Particularly useful for testing whether terms are
          zero. Not so useful for CI's as smooths are usually biased.

      Vp: estimated covariance matrix for the parameters. This is a
          Bayesian posterior covariance matrix that results from
          adopting a particular Bayesian model of the smoothing
          process. Paricularly useful for creating credible/confidence
          intervals.

 weights: final weights used in IRLS iteration.

       y: response data.

_W_A_R_N_I_N_G_S:

     This model object is different to that described in Chambers and
     Hastie (1993) in order to allow smoothing parameter estimation
     etc.

_A_u_t_h_o_r(_s):

     Simon N. Wood simon.wood@r-project.org

_R_e_f_e_r_e_n_c_e_s:

     A Key Reference on this implementation:

     Wood, S.N. (2006) Generalized Additive Models: An Introduction
     with R. Chapman & Hall/ CRC, Boca Raton, Florida

     Key Reference on GAMs generally:

     Hastie (1993) in Chambers and Hastie (1993) Statistical Models in
     S. Chapman and Hall.

     Hastie and Tibshirani (1990) Generalized Additive Models. Chapman
     and Hall.

_S_e_e _A_l_s_o:

     'gam'