GAMs under R?

I was just now surprised to note that functions to go generalized additive
models don't appear to exist under R 1.000.  In particular, the gam() and
loess() functions aren't there.  Are they hidden somewhere and I just
haven't noticed?

loess: yes, and it's not really hidden. It is in standard package modreg.
It does not do `generalized additive models' though, even under S.
(The R implementation is a little less general than that in S.)

gam(): no, it is not there.  Look at the original code to see one reason
why: it is highly convoluted and not at all well documented.  I think
additive models have been greatly over-sold in certain statistical circles,
but if you want to use them for least-squares fitting, try bruto (in
package mda on CRAN) instead as at least that makes a sensible attempt to
choose the smoothness of the variable transformations.

I wonder why you were surprised?  See section 5.6 of the FAQ:

  5.6 How can I contribute to R?
  ==============================

[...]

     One place where functionality is still missing is the modeling
  software as described in "Statistical Models in S" (see *Note What is
  S?::); Generalized Additive Models (*gam*) and some of the nonlinear
  modeling code are not there yet.

which shows we are still waiting for a volunteer (hint, hint).

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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