| smooth.construct.tesmi2.smooth.spec {scam} | R Documentation |
Tensor product smoothing constructor for a bivariate function monotone increasing in the second covariate
Description
This is a special method function
for creating tensor product bivariate smooths monotone increasing 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="tesmi2",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 'tesmi2.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 "tesmi2.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.tesmi1.smooth.spec
Examples
## Not run:
## tensor product `tesmi2' 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))*.3
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="tesmi2",k=c(10,10)),data=dat)
## plot results ...
old.par <- par(mfrow=c(2,2),mar=c(4,4,2,2))
plot(b,se=TRUE)
plot(b,pers=TRUE, theta = 50, phi = 20)
plot(y,b$fitted.values,xlab="Simulated data",ylab="Fitted data")
par(old.par)
vis.scam(b,theta=50,phi=20)
## example with cyclic cubic regression spline along the 1st covariate...
set.seed(2)
n <- 30
x1 <- sort(runif(n)); x2 <- sort(runif(n)*4-1)
f <- matrix(0,n,n)
for (i in 1:n) for (j in 1:n)
f[i,j] <- sin(2*pi*x1[i])+ exp(4*x2[j])/(1+exp(4*x2[j]))
f <- as.vector(t(f))
y <- f+rnorm(length(f))*.3
x11 <- matrix(0,n,n)
x11[,1:n] <- x1
x11 <- as.vector(t(x11))
x22 <- rep(x2,n)
dat <- list(x1=x11,x2=x22,y=y)
## fit model ...
b1 <- scam(y~s(x1,x2,bs="tesmi2",xt=list("cc"),k=10), data=dat)
## plot results ...
old.par <- par(mfrow=c(2,2))
plot(b1,se=TRUE)
plot(b1,pers=TRUE,theta = 50, phi = 20)
plot(y,b1$fitted.values,xlab="Simulated data",ylab="Fitted data")
par(old.par)
vis.scam(b1,theta=40,phi=20)
## End(Not run)