| formula.gam {mgcv} | R Documentation |
Description of gam formula (see Details), and how to extract it from a fitted gam object.
## S3 method for class 'gam': formula(x,...)
x |
fitted model objects of class gam (see gamObject) as produced by gam(). |
... |
un-used in this case |
The formula supplied to gam is exactly like that supplied to
glm except that smooth terms, s and te can
be added to the right hand side (and . is not supported in gam formulae).
Smooth terms are specified by expressions of the form:
s(x1,x2,...,k=12,fx=FALSE,bs="tp",by=z,id=1)
where x1, x2, etc. are the covariates which the smooth
is a function of, and k is the dimension of the basis used to
represent the smooth term. If k is not
specified then basis specific defaults are used.
fx is used to indicate whether or not this term should be unpenalized,
and therefore have a fixed number of degrees of freedom set by k
(almost always k-1). bs indicates the basis to use for the smooth:
the built in options are described in smooth.terms, and user defined
smooths can be added (see user.defined.smooth). If bs is not supplied
then the default "tp" (tprs) basis is used.
by can be used to specify a variable by which
the smooth should be multiplied. For example gam(y~s(x,by=z))
would specify a model E(y)=f(x)z where
f(.) is a smooth function. The by
option is particularly useful for models in
which different functions of the same variable are required for
each level of a factor and for `varying coefficient models': see gam.models.
id is used to give smooths identities: smooths with the same identity have
the same basis, penalty and smoothing parameter (but different coefficients, so they are
different functions).
An alternative for specifying smooths of more than one covariate is e.g.:
te(x,z,bs=c("tp","tp"),m=c(2,3),k=c(5,10))
which would specify a tensor product
smooth of the two covariates x and z constructed from marginal t.p.r.s. bases
of dimension 5 and 10 with marginal penalties of order 2 and 3. Any combination of basis types is
possible, as is any number of covariates. te provides further information.
Both s and te terms accept an sp argument of supplied smoothing parameters: positive
values are taken as fixed values to be used, negative to indicate that the parameter should be estimated. If
sp is supplied then it over-rides whatever is in the sp argument to gam, if it is not supplied
then it defaults to all negative, but does not over-ride the sp argument to gam.
Formulae can involve nested or ``overlapping'' terms such as
y~s(x)+s(z)+s(x,z) or y~s(x,z)+s(z,v):
see
gam.side for further details and examples.
Smooth terms in a gam formula will accept matrix arguments as covariates (and corresponding by variable),
in which case a `summation convention' is invoked. Consider the example of s(X,Z,by=L) where X, Z
and L are n by m matrices. Let F be the n by m matrix that results from evaluating the smooth at the values in
X and Z. Then the contribution to the linear predictor from the term will be
rowSums(F*L) (note the element-wise multiplication). This convention allows the linear predictor of the GAM
to depend on (a discrete approximation to) any linear functional of a smooth: see linear.functional.terms for more information and examples (including functional linear models/signal regression).
Note that gam allows any term in the model formula to be penalized (possibly by multiple penalties),
via the paraPen argument. See
gam.models for details and example code.
Returns the model formula, x$formula. Provided so that anova methods
print an appropriate description of the model.
Simon N. Wood simon.wood@r-project.org