smooth.construct.tesmd2.smooth.spec {scam} | R Documentation |
Tensor product smoothing constructor for a bivariate function monotone decreasing in the second covariate
Description
This is a special method function
for creating tensor product bivariate smooths monotone decreasing in the second covariate which is built by
the mgcv
constructor function for smooth terms, smooth.construct
.
It is constructed from a pair of single penalty
marginal smooths. This tensor product is specified by model terms such as s(x1,x2,k=c(q1,q2),bs="tesmd2",m=c(2,2))
. The default basis for the first marginal smooth is P-spline. Cyclic cubic regression spline ("cc"
) is implemented in addition to the P-spline. See an example below on how to call for it.
Usage
## S3 method for class 'tesmd2.smooth.spec'
smooth.construct(object, data, knots)
Arguments
object |
A smooth specification object, generated by an |
data |
A data frame or list containing the values of the elements of |
knots |
An optional list containing the knots corresponding to |
Value
An object of class "tesmd2.smooth"
. In addition to the usual
elements of a smooth class documented under smooth.construct
of the mgcv
library,
this object contains:
p.ident |
A vector of 0's and 1's for model parameter identification: 1's indicate parameters which will be exponentiated, 0's - otherwise. |
Zc |
A matrix of identifiability constraints. |
margin.bs |
A two letter character string indicating the (penalized) smoothing basis to use for the first unconstrained marginal smooth. (eg |
Author(s)
Natalya Pya <nat.pya@gmail.com>
References
Pya, N. and Wood, S.N. (2015) Shape constrained additive models. Statistics and Computing, 25(3), 543-559
Pya, N. (2010) Additive models with shape constraints. PhD thesis. University of Bath. Department of Mathematical Sciences
See Also
smooth.construct.tesmd1.smooth.spec
Examples
## Not run:
## tensor product `tesmd2' example
## simulating data...
require(scam)
set.seed(2)
n <- 30
x1 <- sort(runif(n)); x2 <- sort(runif(n)*4-1)
f <- matrix(0,n,n)
for (i in 1:n) for (j in 1:n)
f[i,j] <- 2*sin(pi*x1[i])-exp(4*x2[j])/(1+exp(4*x2[j]))
f <- as.vector(t(f))
y <- f+rnorm(length(f))*.2
x11 <- matrix(0,n,n)
x11[,1:n] <- x1
x11 <- as.vector(t(x11))
x22 <- rep(x2,n)
dat <- list(x1=x11,x2=x22,y=y)
## fit model ...
b <- scam(y~s(x1,x2,bs="tesmd2",k=10),data=dat)
## plot results ...
old.par <- par(mfrow=c(2,2),mar=c(4,4,2,2))
plot(b,se=TRUE)
plot(b,scheme=1,theta = 30, phi = 40)
plot(y,b$fitted.values,xlab="Simulated data",ylab="Fitted data")
par(old.par)
vis.scam(b,theta = 40, phi = 20)
## example with cyclic cubic regression spline along the 1st covariate...
set.seed(4)
n <- 30
x1 <- sort(runif(n)); x2 <- sort(runif(n)*4-1)
f <- matrix(0,n,n)
for (i in 1:n) for (j in 1:n)
f[i,j] <- sin(2*pi*x1[i])-exp(4*x2[j])/(1+exp(4*x2[j]))
f <- as.vector(t(f))
y <- f+rnorm(length(f))*.2
x11 <- matrix(0,n,n)
x11[,1:n] <- x1
x11 <- as.vector(t(x11))
x22 <- rep(x2,n)
dat <- list(x1=x11,x2=x22,y=y)
## fit model ...
b1 <- scam(y~s(x1,x2,bs="tesmd2",xt=list("cc"),k=10), data=dat)
## plot results ...
old.par <-par(mfrow=c(2,2))
plot(b1,se=TRUE)
plot(b1,scheme=1,theta = 30, phi = 40)
plot(y,b1$fitted.values,xlab="Simulated data",ylab="Fitted data")
par(old.par)
vis.scam(b1,theta=40,phi=20)
## End(Not run)