smooth.construct            package:mgcv            R Documentation

_C_o_n_s_t_r_u_c_t_o_r _f_u_n_c_t_i_o_n_s _f_o_r _s_m_o_o_t_h _t_e_r_m_s _i_n _a _G_A_M

_D_e_s_c_r_i_p_t_i_o_n:

     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'.

_U_s_a_g_e:

     smooth.construct(object,data,knots)

_A_r_g_u_m_e_n_t_s:

  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:

        _t_e_r_m The names of the covariates for this smooth, in an array.

        _b_s._d_i_m Argument 'k' of the 's' term generating the object. This
             is the dimension of the basis  used to represent the term
             (or, arguably, 1 greater than the basis dimension for 'cc'
             terms).

        _f_i_x_e_d 'TRUE' if the term is to be unpenalized, otherwise
             'FALSE'.

        _d_i_m the number covariates of which this smooth is a function.

        _p._o_r_d_e_r the order of the smoothness penalty or 0 for
             autoselection of this. This is argument  'm' of the 's'
             term that generated 'object'.

        _b_y the name of any 'by' variable to multiply this term as
             supplied as an argument to 's'.  '"NA"' if there is no
             such term.

        _f_u_l_l._c_a_l_l The full version of the 's' term, with all defaults
             expanded explicitly.

        _l_a_b_e_l A suitable label for use with this term.

        _n_u_l_l._s_p_a_c_e._d_i_m The dimension of the null space of the
             wiggliness penalty.

          If '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:

        _m_a_r_g_i_n is a list of smooth specification objects of the type
             listed above, defining the bases which have  their tensor
             product formed in order to construct this term.

        _t_e_r_m is the array of names of the covariates that are arguments
             of the smooth.

        _b_y is the name of any 'by' variable, or '"NA"'.

        _f_x is an array, the elements of which indicate whether ('TRUE')
             any of the margins in the  tensor product should be
             unpenalized.

        _f_u_l_l._c_a_l_l The full version of the 's' term, with all defaults
             expanded explicitly.

        _l_a_b_e_l A suitable label for use with this term.

        _d_i_m is the number of covariates of which this smooth is a
             function.

        _m_p 'TRUE' if multiple penalties are to be used.

        _n_p 'TRUE' if 1-D marginal smooths are to be re-parameterized in
             terms of function values.

    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.

_D_e_t_a_i_l_s:

     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:

   _s_h_i_f_t A record of the shift applied to each covariate in order to
        center it around zero and  avoid any co-linearity problems that
        might otehrwise occur in the penalty null space basis of the
        term. 

   _X_u A matrix of the unique covariate combinations for this smooth
        (the basis is constructed by first stripping  out duplicate
        locations).

   _U_Z The matrix mapping the t.p.r.s. parameters back to the parameters
        of a full thin plate spline.

   _n_u_l_l._s_p_a_c_e._d_i_m_e_n_s_i_o_n The dimension of the space of functions that
        have zero wiggliness according to the  wiggliness penalty for
        this term.

     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.

_V_a_l_u_e:

     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 semi-definite penalty matrices that apply
          to this term. The list will be empty  if the term is to be
          left un-penalized.

    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
     re-parameterization matrices for any 1-D marginal terms
     re-parameterized in terms of function values. This list will have
     'NULL' entries for marginal smooths that are not re-parameterized,
     and is only long enough to reach the last re-parameterized
     marginal in the list.

_W_A_R_N_I_N_G:

     User defined smooth objects should avoid having attributes names
     '"qrc"' or '"nCons"' as these are used internally to provide
     constraint free parameterizations.

_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:

     Wood, S.N. (2000)  Modelling and Smoothing Parameter Estimation
     with Multiple  Quadratic Penalties. J.R.Statist.Soc.B
     62(2):413-428

     Wood, S.N. (2003) Thin plate regression splines. J.R.Statist.Soc.B
     65(1):95-114

     Wood, S.N. (2004a) Stable and efficient multiple smoothing
     parameter estimation for generalized additive models. J. Amer.
     Statist. Ass. 99:673-686

     The p-spline code given in the example is based on:

     Eilers, P.H.C. and B.D. Marx (1996) Flexible Smoothing with
     B-splines and Penalties.  Statistical Science, 11(2):89-121

     <URL: http://www.maths.bath.ac.uk/~sw283/>

_S_e_e _A_l_s_o:

     'get.var', 'gamm', 'gam', 'Predict.matrix', 'smoothCon',
     'PredictMat'

_E_x_a_m_p_l_e_s:

     # adding "p-spline" classes and methods

     smooth.construct.ps.smooth.spec<-function(object,data,knots)
     # a p-spline 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.dim-m[1]  # number of interior knots
       if (nk<=0) stop("basis dimension too small for b-spline order")
       x <- get.var(object$term,data)  # find the data
       xl<-min(x);xu<-max(x);xr<-xu-xl # data limits and range
       xl<-xl-xr*0.001;xu<-xu+xr*0.001;dx<-(xu-xl)/(nk-1) 
       if (!is.null(knots)) k <- get.var(object$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.dim-m[2]  # penalty rank 
       object$null.space.dim <- m[2]  # dimension of unpenalized space  
       object$knots<-k;object$m<-m      # store p-spline specific info.
       object$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$term,data)
       X <- spline.des(object$knots,x,object$m[1]+2,x*0)$design
       if (object$by != "NA") { ## handle any by variables
             by <- get.var(object$by, data)
             if (is.null(by))
                 stop("Can't find by variable")
             X <- as.numeric(by) * X
       }
       X
     }

     # 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*(1-x2))^6+10*(10*x2)^3*(1-x2)^10-1.396
     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(-(x-0.2)^2/sx^2-(z-0.3)^2/sz^2)+
       0.8*exp(-(x-0.7)^2/sx^2-(z-0.8)^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)

